Function Signature for stan::math::hessian, first arg

Developers
1

What’s the function signature need to look like for the first argument of stan::math::hessian?

I have a signature like:

  template <typename T_x>
  inline const return_type_t<T_x>
  f2(const std::vector<T_x> &x)

and the compiler doesn’t like the first argument, gives: <unresolved overloaded function type>.

How should I define const F &, the first argument for stan::math::hessian?

Thanks!

2

This depends whether you are including math/fwd/functor/hessian.hpp or math/mix/functor/hessian.hpp, but both of their requirements are documented in the doxygen comment on the function.

For the mix method, you need a function which satisfies:

 fvar<var> operator()(const Eigen::Matrix<fvar<var>, Eigen::Dynamic, 1>&)

I think your f2 would work if changed from using std::vectors to Eigen vectors

3

Not working, additional advice?

I’m looking in the test cases, there’s probably some instantiation there, or at least there should be.

4

Yeah there’s no tests for this?

5

The general autodiff framework uses the hessian function and tests it against finite differences for nearly every function in the Math library:

Not quite a unit test for the function itself, but if it was wrong this would certainly notice

6

There’s also an example in the StanHeaders vignette: Using the Stan Math C++ Library

Under the Higher-order functions section