Stan Math Library
4.9.0
Automatic Differentiation
|
Calculate Jacobian Jxy(Jacobian of unknown x w.r.t.
the * param y) given the solution. Specifically, for
x - f(x, y) = 0
we have (Jpq = Jacobian matrix dq/dq)
Jxy - Jfx * Jxy = Jfy
therefore Jxy can be solved from system
(I - Jfx) * Jxy = Jfy
Jfx and Jfy are obtained through one AD evaluation of f w.r.t combined vector [x, y].
Definition at line 153 of file algebra_solver_fp.hpp.
#include <algebra_solver_fp.hpp>
Public Member Functions | |
template<typename F > | |
Eigen::Matrix< stan::math::var, -1, 1 > | operator() (const Eigen::VectorXd &x, const Eigen::Matrix< stan::math::var, -1, 1 > &y, KinsolFixedPointEnv< F > &env) |
Calculate Jacobian Jxy. | |