Stan Math Library
4.8.1
Automatic Differentiation
|
Specialization for fixed point solver when using KINSOL.
F | RHS functor for fixed point iteration. |
fp_jac_type | functor type for calculating the jacobian |
Definition at line 230 of file algebra_solver_fp.hpp.
#include <algebra_solver_fp.hpp>
Public Member Functions | |
void | kinsol_solve_fp (Eigen::VectorXd &x, KinsolFixedPointEnv< F > &env, double f_tol, int max_num_steps) |
Solve FP using KINSOL. | |
template<typename T1 > | |
Eigen::Matrix< double, -1, 1 > | solve (const Eigen::Matrix< T1, -1, 1 > &x, const Eigen::Matrix< double, -1, 1 > &y, KinsolFixedPointEnv< F > &env, double f_tol, int max_num_steps) |
Solve data-only FP problem so no need to calculate jacobian. | |
template<typename T1 > | |
Eigen::Matrix< stan::math::var, -1, 1 > | solve (const Eigen::Matrix< T1, -1, 1 > &x, const Eigen::Matrix< stan::math::var, -1, 1 > &y, KinsolFixedPointEnv< F > &env, double f_tol, int max_num_steps) |
Solve FP problem and calculate jacobian. | |