Stan Math Library
4.9.0
Automatic Differentiation
|
Fixed point solver for problem of form.
x = F(x; theta)
with x as unknowns and theta parameters.
The solution for FP iteration doesn't involve derivatives but only data types.
fp_env_type | solver environment setup that handles workspace & auxiliary data encapsulation & RAII, namely the work environment. Currently only support KINSOL's dense matrix. |
fp_jac_type | functor type for calculating the jacobian. Currently only support FixedPointADJac that obtain dense Jacobian through QR decomposition. |
Definition at line 221 of file algebra_solver_fp.hpp.