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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>
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
27 template <typename T, typename F>
28 void
29 partial_derivative(const F& f,
30 const Eigen::Matrix<T, Dynamic, 1>& x,
31 int n,
32 T& fx,
33 T& dfx_dxn) {
34 Eigen::Matrix<fvar<T>, Dynamic, 1> x_fvar(x.size());
35 for (int i = 0; i < x.size(); ++i)
36 x_fvar(i) = fvar<T>(x(i), i == n);
37 fvar<T> fx_fvar = f(x_fvar);
38 fx = fx_fvar.val_;
39 dfx_dxn = fx_fvar.d_;
40 }
41
42 } // namespace math
43 } // namespace stan
44 #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
Eigen.hpp
stan::math::partial_derivative
void partial_derivative(const F &f, const Eigen::Matrix< T, Dynamic, 1 > &x, int n, T &fx, T &dfx_dxn)
Return the partial derivative of the specified multiivariate function at the specified argument...
Definition: partial_derivative.hpp:29
stan::math::fvar
Definition: fvar.hpp:13

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