Stan Math Library  2.8.0
reverse mode automatic differentiation
 All Classes Namespaces Files Functions Variables Typedefs Enumerator Friends Macros Groups
Namespaces | Functions
finite_diff_gradient.hpp File Reference
#include <stan/math/prim/mat/fun/Eigen.hpp>

Go to the source code of this file.

Namespaces

 stan
 
 stan::math
 Matrices and templated mathematical functions.
 

Functions

template<typename F >
void stan::math::finite_diff_gradient (const F &f, const Eigen::Matrix< double,-1, 1 > &x, double &fx, Eigen::Matrix< double,-1, 1 > &grad_fx, const double epsilon=1e-03)
 Calculate the value and the gradient of the specified function at the specified argument using finite difference. More...
 

     [ Stan Home Page ] © 2011–2015, Stan Development Team.