Prev Next

@(@\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}} }@)@This is cppad-20221105 documentation. Here is a link to its current documentation .
Some Numerical AD Utilities
The routines listed below are numerical utilities that are designed to work with CppAD in particular.

Contents
BenderQuadComputing Jacobian and Hessian of Bender's Reduced Objective
opt_val_hesJacobian and Hessian of Optimal Values
LuRatioLU Factorization of A Square Matrix and Stability Calculation

Input File: omh/appendix/numeric_ad.omh