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finite_diff_hessian.hpp File Reference
#include <stan/math/prim/mat/fun/Eigen.hpp>
#include <stan/math/prim/mat/functor/finite_diff_gradient.hpp>

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Namespaces

 stan
 
 stan::math
 Matrices and templated mathematical functions.
 

Functions

template<typename F >
double stan::math::finite_diff_hess_helper (const F &f, const Eigen::Matrix< double, Eigen::Dynamic, 1 > &x, const int lambda, const double epsilon=1e-03)
 
template<typename F >
void stan::math::finite_diff_hessian (const F &f, const Eigen::Matrix< double,-1, 1 > &x, double &fx, Eigen::Matrix< double,-1, 1 > &grad_fx, Eigen::Matrix< double,-1,-1 > &hess_fx, const double epsilon=1e-03)
 Calculate the value and the Hessian of the specified function at the specified argument using second-order finite difference. More...
 

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