numeric_ad

Some Numerical AD Utilities

The routines listed below are numerical utilities that are designed to work with CppAD in particular.

Contents

Name

Title

BenderQuad

Computing Jacobian and Hessian of Bender’s Reduced Objective

opt_val_hes

Jacobian and Hessian of Optimal Values

LuRatio

LU Factorization of A Square Matrix and Stability Calculation