Stan Math Library
2.8.0
reverse mode automatic differentiation
Main Page
Modules
Namespaces
Classes
Files
File List
File Members
All
Classes
Namespaces
Files
Functions
Variables
Typedefs
Enumerator
Friends
Macros
Groups
stan
math
mix
mat
functor
derivative.hpp
Go to the documentation of this file.
1
#ifndef STAN_MATH_MIX_MAT_FUNCTOR_DERIVATIVE_HPP
2
#define STAN_MATH_MIX_MAT_FUNCTOR_DERIVATIVE_HPP
3
4
#include <
stan/math/fwd/core.hpp
>
5
#include <
stan/math/prim/mat/fun/Eigen.hpp
>
6
#include <
stan/math/rev/core.hpp
>
7
#include <vector>
8
9
namespace
stan {
10
11
namespace
math {
12
13
using
Eigen::Dynamic;
14
26
template
<
typename
T,
typename
F>
27
void
28
derivative
(
const
F& f,
29
const
T& x,
30
T& fx,
31
T& dfx_dx) {
32
fvar<T>
x_fvar =
fvar<T>
(x, 1.0);
33
fvar<T>
fx_fvar = f(x_fvar);
34
fx = fx_fvar.
val_
;
35
dfx_dx = fx_fvar.
d_
;
36
}
37
38
}
// namespace math
39
}
// namespace stan
40
#endif
core.hpp
core.hpp
stan::math::fvar::d_
T d_
Definition:
fvar.hpp:15
stan::math::fvar::val_
T val_
Definition:
fvar.hpp:14
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:28
Eigen.hpp
stan::math::fvar
Definition:
fvar.hpp:13
[
Stan Home Page
]
© 2011–2015, Stan Development Team.