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reverse mode automatic differentiation
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stan
math
mix
mat
functor
derivative.hpp
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#ifndef STAN_MATH_MIX_MAT_FUNCTOR_DERIVATIVE_HPP
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#define STAN_MATH_MIX_MAT_FUNCTOR_DERIVATIVE_HPP
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#include <
stan/math/fwd/core.hpp
>
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#include <
stan/math/prim/mat/fun/Eigen.hpp
>
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#include <
stan/math/rev/core.hpp
>
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#include <vector>
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namespace
stan
{
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namespace
math {
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template
<
typename
T,
typename
F>
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void
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derivative
(
const
F& f,
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const
T& x,
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T& fx,
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T& dfx_dx) {
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fvar<T>
x_fvar =
fvar<T>
(x, 1.0);
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fvar<T>
fx_fvar = f(x_fvar);
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fx = fx_fvar.
val_
;
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dfx_dx = fx_fvar.
d_
;
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}
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}
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}
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#endif
core.hpp
core.hpp
stan::math::fvar::d_
T d_
Definition:
fvar.hpp:14
stan
Definition:
log_sum_exp.hpp:8
stan::math::fvar::val_
T val_
Definition:
fvar.hpp:13
stan::math::derivative
void derivative(const F &f, const T &x, T &fx, T &dfx_dx)
Return the derivative of the specified univariate function at the specified argument.
Definition:
derivative.hpp:25
Eigen.hpp
stan::math::fvar
Definition:
fvar.hpp:12
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