\(\newcommand{\W}[1]{ \; #1 \; }\) \(\newcommand{\R}[1]{ {\rm #1} }\) \(\newcommand{\B}[1]{ {\bf #1} }\) \(\newcommand{\D}[2]{ \frac{\partial #1}{\partial #2} }\) \(\newcommand{\DD}[3]{ \frac{\partial^2 #1}{\partial #2 \partial #3} }\) \(\newcommand{\Dpow}[2]{ \frac{\partial^{#1}}{\partial {#2}^{#1}} }\) \(\newcommand{\dpow}[2]{ \frac{ {\rm d}^{#1}}{{\rm d}\, {#2}^{#1}} }\)

numeric_ad

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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