Stan Math Library  2.12.0
reverse mode automatic differentiation
partial_derivative.hpp
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1 #ifndef STAN_MATH_MIX_MAT_FUNCTOR_PARTIAL_DERIVATIVE_HPP
2 #define STAN_MATH_MIX_MAT_FUNCTOR_PARTIAL_DERIVATIVE_HPP
3 
4 #include <stan/math/fwd/core.hpp>
6 #include <stan/math/rev/core.hpp>
7 #include <vector>
8 
9 namespace stan {
10  namespace math {
11 
24  template <typename T, typename F>
25  void
26  partial_derivative(const F& f,
27  const Eigen::Matrix<T, Eigen::Dynamic, 1>& x,
28  int n,
29  T& fx,
30  T& dfx_dxn) {
31  Eigen::Matrix<fvar<T>, Eigen::Dynamic, 1> x_fvar(x.size());
32  for (int i = 0; i < x.size(); ++i)
33  x_fvar(i) = fvar<T>(x(i), i == n);
34  fvar<T> fx_fvar = f(x_fvar);
35  fx = fx_fvar.val_;
36  dfx_dxn = fx_fvar.d_;
37  }
38 
39  }
40 }
41 #endif
void partial_derivative(const F &f, const Eigen::Matrix< T, Eigen::Dynamic, 1 > &x, int n, T &fx, T &dfx_dxn)
Return the partial derivative of the specified multiivariate function at the specified argument...

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