solve_newton.hpp File Reference

#include <stan/math/rev/core.hpp>
#include <stan/math/rev/functor/algebra_system.hpp>
#include <stan/math/rev/functor/kinsol_solve.hpp>
#include <stan/math/prim/err.hpp>
#include <stan/math/prim/fun/eval.hpp>
#include <stan/math/prim/fun/value_of.hpp>
#include <stan/math/prim/functor/algebra_solver_adapter.hpp>
#include <stan/math/prim/functor/apply.hpp>
#include <unsupported/Eigen/NonLinearOptimization>
#include <iostream>
#include <string>
#include <vector>

Go to the source code of this file.

Namespaces
namespace	stan
	The lgamma implementation in stan-math is based on either the reentrant safe lgamma_r implementation from C or the boost::math::lgamma implementation.
namespace	stan::math
	Matrices and templated mathematical functions.

Functions
template<typename F , typename T , typename... Args, require_eigen_vector_t< T > * = nullptr, require_all_st_arithmetic< Args... > * = nullptr>
Eigen::VectorXd	stan::math::solve_newton_tol (const F &f, const T &x, const double scaling_step_size, const double function_tolerance, const int64_t max_num_steps, std::ostream *const msgs, const Args &... args)
	Return the solution to the specified system of algebraic equations given an initial guess, and parameters and data, which get passed into the algebraic system.
template<typename F , typename T , typename... T_Args, require_eigen_vector_t< T > * = nullptr, require_any_st_var< T_Args... > * = nullptr>
Eigen::Matrix< var, Eigen::Dynamic, 1 >	stan::math::solve_newton_tol (const F &f, const T &x, const double scaling_step_size, const double function_tolerance, const int64_t max_num_steps, std::ostream *const msgs, const T_Args &... args)
	Return the solution to the specified system of algebraic equations given an initial guess, and parameters and data, which get passed into the algebraic system.
template<typename F , typename T , typename... T_Args, require_eigen_vector_t< T > * = nullptr>
Eigen::Matrix< stan::return_type_t< T_Args... >, Eigen::Dynamic, 1 >	stan::math::solve_newton (const F &f, const T &x, std::ostream *const msgs, const T_Args &... args)
	Return the solution to the specified system of algebraic equations given an initial guess, and parameters and data, which get passed into the algebraic system.
template<typename F , typename T1 , typename T2 , require_all_eigen_vector_t< T1, T2 > * = nullptr>
Eigen::Matrix< scalar_type_t< T2 >, Eigen::Dynamic, 1 >	stan::math::algebra_solver_newton (const F &f, const T1 &x, const T2 &y, const std::vector< double > &dat, const std::vector< int > &dat_int, std::ostream *const msgs=nullptr, const double scaling_step_size=1e-3, const double function_tolerance=1e-6, const long int max_num_steps=200)
	Return the solution to the specified system of algebraic equations given an initial guess, and parameters and data, which get passed into the algebraic system.