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| ckbs_blkdiag_mul | Packed Block Diagonal Matrix Times a Vector or Matrix |
| ckbs_blkdiag_mul_t | Transpose of Packed Block Diagonal Matrix Times a Vector or Matrix |
| ckbs_blktridiag_mul | Packed Block Tridiagonal Matrix Times a Vector |
| ckbs_sumsq_obj | Affine Residual Sum of Squares Objective |
| ckbs_L2L1_obj | Affine Least Squares with Robust L1 Objective |
| ckbs_sumsq_grad | Affine Residual Sum of Squares Gradient |
| ckbs_process_grad | Affine Residual Process Sum of Squares Gradient |
| ckbs_sumsq_hes | Affine Residual Sum of Squares Hessian |
| ckbs_process_hes | Affine Process Residual Sum of Squares Hessian |
| ckbs_tridiag_solve | Symmetric Block Tridiagonal Algorithm |
| ckbs_tridiag_solve_b | Symmetric Block Tridiagonal Algorithm (Backward version) |
| ckbs_newton_step | Affine Constrained Kalman Bucy Smoother Newton Step |
| ckbs_newton_step_L1 | Affine Robust L1 Kalman Bucy Smoother Newton Step |
| ckbs_kuhn_tucker | Compute Residual in Kuhn-Tucker Conditions |
| ckbs_kuhn_tucker_L1 | Compute Residual in Kuhn-Tucker Conditions for Robust L1 |