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Keyword Index
A
affine
constrained
smoother
Constrained Affine Kalman Bucy Smoother
example
and
test
ckbs_affine Box Constrained Smoothing Spline Example and Test
robust
smoother
Robust L1 Affine Kalman Bucy Smoother
singular
smoother
Singular Affine Kalman Bucy Smoother
all
_
ok
Run All Correctness Tests
B
Bucy
constrained
smoother
The Nonlinear Constrained Kalman-Bucy Smoother
backward
block
tridiagonal
solve
Symmetric Block Tridiagonal Algorithm (Backward version)
bidiag
_
solve
Block Bidiagonal Algorithm
example
and
test
ckbs_bidiag_solve Example and Test
bidiag
_
solve
_
t
Block Bidiagonal Algorithm
example
and
test
ckbs_bidiag_solve_t Example and Test
bidiagonal
block
solve
Block Bidiagonal Algorithm
bidiagonal
symmetric
block
multiply
Packed Block Bidiagonal Matrix Symmetric Multiply
bidiagonal
transpose
block
solve
Block Bidiagonal Algorithm
blkbidiag
_
mul
Packed Lower Block Bidiagonal Matrix Times a Vector
Packed Lower Block Bidiagonal Matrix Transpose Times a Vector
example
and
test
blkbidiag_mul Example and Test
blkbidiag
_
mul
_
t
example
and
test
blkbidiag_mul_t Example and Test
blkbidiag
_
symm
_
mul
Packed Block Bidiagonal Matrix Symmetric Multiply
example
and
test
blkbidiag_symm_mul Example and Test
blkdiag
_
mul
Packed Block Diagonal Matrix Times a Vector or Matrix
example
and
test
blkdiag_mul Example and Test
blkdiag
_
mul
_
t
Transpose of Packed Block Diagonal Matrix Times a Vector
or Matrix
example
and
test
blkdiag_mul_t Example and Test
blktridiag
_
mul
Packed Block Tridiagonal Matrix Times a Vector
example
and
test
blktridiag_mul Example and Test
block
bidiagonal
symmetric
multiply
Packed Block Bidiagonal Matrix Symmetric Multiply
diagonal
multiply
Transpose of Packed Block Diagonal Matrix Times a Vector
or Matrix
diagonal
multiply
Packed Block Diagonal Matrix Times a Vector or Matrix
lower
bidiagonal
multiply
Packed Lower Block Bidiagonal Matrix Times a Vector
lower
bidiagonal
transpose
multiply
Packed Lower Block Bidiagonal Matrix Transpose Times a Vector
tridiagonal
multiply
Packed Block Tridiagonal Matrix Times a Vector
box
constraint
utility
ckbs_nonlinear: Example of Box Constraints
C
cg
block
tridiagonal
solve
Symmetric Block Tridiagonal Algorithm (Conjugate Gradient version)
ckbs
_
affine
Constrained Affine Kalman Bucy Smoother
example
and
test
ckbs_affine Box Constrained Smoothing Spline Example and Test
ckbs
_
affine
_
singular
Singular Affine Kalman Bucy Smoother
example
and
test
ckbs_affine_singular Singular Smoothing Spline Example and Test
ckbs
_
bidiag
_
solve
Block Bidiagonal Algorithm
example
and
test
ckbs_bidiag_solve Example and Test
ckbs
_
bidiag
_
solve
_
t
Block Bidiagonal Algorithm
example
and
test
ckbs_bidiag_solve_t Example and Test
ckbs
_
blkbidiag
_
mul
Packed Lower Block Bidiagonal Matrix Times a Vector
Packed Lower Block Bidiagonal Matrix Transpose Times a Vector
example
and
test
blkbidiag_mul Example and Test
ckbs
_
blkbidiag
_
mul
_
t
example
and
test
blkbidiag_mul_t Example and Test
ckbs
_
blkbidiag
_
symm
_
mul
Packed Block Bidiagonal Matrix Symmetric Multiply
example
and
test
blkbidiag_symm_mul Example and Test
ckbs
_
blkdiag
_
mul
Packed Block Diagonal Matrix Times a Vector or Matrix
example
and
test
blkdiag_mul Example and Test
ckbs
_
blkdiag
_
mul
_
t
Transpose of Packed Block Diagonal Matrix Times a Vector
or Matrix
example
and
test
blkdiag_mul_t Example and Test
ckbs
_
blktridiag
_
mul
Packed Block Tridiagonal Matrix Times a Vector
example
and
test
blktridiag_mul Example and Test
ckbs
_
diag
_
solve
Block Diagonal Algorithm
example
and
test
ckbs_diag_solve Example and Test
ckbs
_
kuhn
_
tucker
Compute Residual in Kuhn-Tucker Conditions
example
and
test
ckbs_kuhn_tucker Example and Test
ckbs
_
kuhn
_
tucker
_
L1
Compute Residual in Kuhn-Tucker Conditions for Robust L1
example
and
test
ckbs_kuhn_tucker_L1 Example and Test
ckbs
_
L1
_
affine
Robust L1 Affine Kalman Bucy Smoother
example
and
test
ckbs_L1_affine Robust Smoothing Spline Example and Test
ckbs
_
L1
_
nonlinear
The Nonlinear Constrained Kalman-Bucy Smoother
robust
ckbs_L1_nonlinear:
Robust Nonlinear Transition Model Example and Test
ckbs
_
L2L1
_
obj
Affine Least Squares with Robust L1 Objective
example
and
test
ckbs_L2L1_obj Example and Test
ckbs
_
newton
_
step
Affine Constrained Kalman Bucy Smoother Newton Step
example
and
test
ckbs_newton_step Example and Test
ckbs
_
newton
_
step
_
L1
Affine Robust L1 Kalman Bucy Smoother Newton Step
example
and
test
ckbs_newton_step_L1 Example and Test
ckbs
_
nonlinear
The Nonlinear Constrained Kalman-Bucy Smoother
box
constraint
ckbs_nonlinear: Example of Box Constraints
get
_
started
ckbs_nonlinear: A Simple Example and Test
measure
ckbs_nonlinear: Example of Distance Measurement Model
measure
ckbs_nonlinear: Example Direct Measurement Model
persistence
ckbs_nonlinear: Example of Persistence Transition Function
simple
ckbs_nonlinear: A Simple Example and Test
sine
wave
ckbs_nonlinear: Example and Test of Tracking a Sine Wave
sine
wave
constraint
ckbs_nonlinear: Example of Nonlinear Constraint
transition
ckbs_nonlinear: Example Position and Velocity Transition Model
transition
ckbs_nonlinear: Vanderpol Transition Model Mean Example
unconstrained
ckbs_nonlinear: Example of No Constraint
unconstrained
ckbs_nonlinear:
Unconstrained Nonlinear Transition Model Example and Test
ckbs
_
process
_
grad
Affine Residual Process Sum of Squares Gradient
example
and
test
ckbs_process_grad Example and Test
ckbs
_
process
_
hes
Affine Process Residual Sum of Squares Hessian
example
and
test
ckbs_process_hes Example and Test
ckbs
_
sumsq
_
grad
Affine Residual Sum of Squares Gradient
example
and
test
ckbs_sumsq_grad Example and Test
ckbs
_
sumsq
_
hes
Affine Residual Sum of Squares Hessian
example
and
test
ckbs_sumsq_hes Example and Test
ckbs
_
sumsq
_
obj
Affine Residual Sum of Squares Objective
example
and
test
ckbs_sumsq_obj Example and Test
ckbs
_
t
_
general
The General Student's t Smoother
example
and
test
ckbs_t_general Jump Tracking Example and Test
example
and
test
ckbs_t_general Jump Tracking Example and Test
ckbs
_
t
_
grad
Student's t Gradient
example
and
test
ckbs_t_grad Example and Test
ckbs
_
t
_
hess
Student's t Hessian
example
and
test
ckbs_t_hess Example and Test
ckbs
_
t
_
obj
Student's t Sum of Squares Objective
example
and
test
ckbs_t_obj Example and Test
ckbs
_
tridiag
_
solve
Symmetric Block Tridiagonal Algorithm
example
and
test
ckbs_tridiag_solve Example and Test
ckbs
_
tridiag
_
solve
_
b
Symmetric Block Tridiagonal Algorithm (Backward version)
example
and
test
ckbs_tridiag_solve_b Example and Test
ckbs
_
tridiag
_
solve
_
pcg
Symmetric Block Tridiagonal Algorithm (Conjugate Gradient version)
example
and
test
ckbs_tridiag_solve_pcg Example and Test
constrained
affine
smoother
Constrained Affine Kalman Bucy Smoother
Kalman
-
Bucy
Smoother
The Nonlinear Constrained Kalman-Bucy Smoother
constraint
box
utility
ckbs_nonlinear: Example of Box Constraints
none
ckbs_nonlinear: Example of No Constraint
sine
wave
ckbs_nonlinear: Example of Nonlinear Constraint
correct
test
all
Run All Correctness Tests
D
diag
_
solve
Block Diagonal Algorithm
example
and
test
ckbs_diag_solve Example and Test
diagonal
block
multiply
Transpose of Packed Block Diagonal Matrix Times a Vector
or Matrix
block
multiply
Packed Block Diagonal Matrix Times a Vector or Matrix
block
solve
Block Diagonal Algorithm
direct
measure
ckbs_nonlinear: Example Direct Measurement Model
distance
measure
ckbs_nonlinear: Example of Distance Measurement Model
dynamics
persistence
ckbs_nonlinear: Example of Persistence Transition Function
position
and
velocity
ckbs_nonlinear: Example Position and Velocity Transition Model
vanderpol
ckbs_nonlinear: Vanderpol Transition Model Mean Example
E
example
affine
ckbs_affine Box Constrained Smoothing Spline Example and Test
bidiag
_
solve
ckbs_bidiag_solve Example and Test
bidiag
_
solve
_
t
ckbs_bidiag_solve_t Example and Test
blkbidiag
_
mul
blkbidiag_mul Example and Test
blkbidiag
_
mul
_
t
blkbidiag_mul_t Example and Test
blkbidiag
_
symm
_
mul
blkbidiag_symm_mul Example and Test
blkdiag
_
mul
blkdiag_mul Example and Test
blkdiag
_
mul
_
t
blkdiag_mul_t Example and Test
blktridiag
_
mul
blktridiag_mul Example and Test
ckbs
_
nonlinear
ckbs_nonlinear: A Simple Example and Test
diag
_
solve
ckbs_diag_solve Example and Test
get
_
started
ckbs_nonlinear: A Simple Example and Test
kuhn
_
tucker
ckbs_kuhn_tucker Example and Test
kuhn
_
tucker
_
L1
ckbs_kuhn_tucker_L1 Example and Test
L2L1
_
obj
ckbs_L2L1_obj Example and Test
newton
_
step
ckbs_newton_step Example and Test
newton
_
step
_
L1
ckbs_newton_step_L1 Example and Test
nonlinear
ckbs_nonlinear: Example and Test of Tracking a Sine Wave
process
_
grad
ckbs_process_grad Example and Test
process
_
hes
ckbs_process_hes Example and Test
robust
affine
ckbs_L1_affine Robust Smoothing Spline Example and Test
robust
nonlinear
ckbs_L1_nonlinear:
Robust Nonlinear Transition Model Example and Test
robust
smoother
spline
ckbs_L1_affine Robust Smoothing Spline Example and Test
singular
affine
ckbs_affine_singular Singular Smoothing Spline Example and Test
singular
smoother
spline
ckbs_affine_singular Singular Smoothing Spline Example and Test
smoother
spline
ckbs_affine Box Constrained Smoothing Spline Example and Test
smoothing
and
jump
tracking
ckbs_t_general Jump Tracking Example and Test
smoothing
and
jump
tracking
ckbs_t_general Jump Tracking Example and Test
sumsq
_
grad
ckbs_sumsq_grad Example and Test
sumsq
_
hes
ckbs_sumsq_hes Example and Test
sumsq
_
obj
ckbs_sumsq_obj Example and Test
t
_
general
ckbs_t_general Jump Tracking Example and Test
t
_
general
ckbs_t_general Jump Tracking Example and Test
t
_
grad
ckbs_t_grad Example and Test
t
_
hess
ckbs_t_hess Example and Test
t
_
obj
ckbs_t_obj Example and Test
transition
nonlinear
ckbs_L1_nonlinear:
Robust Nonlinear Transition Model Example and Test
transition
nonlinear
ckbs_nonlinear:
Unconstrained Nonlinear Transition Model Example and Test
tridiag
_
solve
ckbs_tridiag_solve Example and Test
tridiag
_
solve
_
b
ckbs_tridiag_solve_b Example and Test
tridiag
_
solve
_
pcg
ckbs_tridiag_solve_pcg Example and Test
unconstrained
ckbs_nonlinear:
Unconstrained Nonlinear Transition Model Example and Test
unconstrained
ckbs_nonlinear:
Unconstrained Nonlinear Transition Model Example and Test
G
get
_
started
ckbs
_
nonlinear
ckbs_nonlinear: A Simple Example and Test
gradient
of
objective
Affine Residual Sum of Squares Gradient
of
process
objective
Affine Residual Process Sum of Squares Gradient
of
Student
'
s
t
objective
Student's t Gradient
H
Hessian
of
objective
Affine Residual Sum of Squares Hessian
of
process
objective
Affine Process Residual Sum of Squares Hessian
hessian
of
Student
'
s
t
objective
Student's t Hessian
K
Kalman
constrained
smoother
The Nonlinear Constrained Kalman-Bucy Smoother
robust
L1
smoother
The Nonlinear Constrained Kalman-Bucy Smoother
Student
'
s
t
smoother
The General Student's t Smoother
Kuhn
-
Tucker
residual
Compute Residual in Kuhn-Tucker Conditions
Kuhn
-
Tucker
for
L1
residual
Compute Residual in Kuhn-Tucker Conditions for Robust L1
kuhn
_
tucker
Compute Residual in Kuhn-Tucker Conditions
example
and
test
ckbs_kuhn_tucker Example and Test
kuhn
_
tucker
_
L1
Compute Residual in Kuhn-Tucker Conditions for Robust L1
example
and
test
ckbs_kuhn_tucker_L1 Example and Test
L
L2L1
_
obj
Affine Least Squares with Robust L1 Objective
example
and
test
ckbs_L2L1_obj Example and Test
least
squares
with
robust
L1
norm
objective
Affine Least Squares with Robust L1 Objective
lower
bidiagonal
block
multiply
Packed Lower Block Bidiagonal Matrix Times a Vector
block
transpose
multiply
Packed Lower Block Bidiagonal Matrix Transpose Times a Vector
M
measure
direct
ckbs_nonlinear: Example Direct Measurement Model
distance
ckbs_nonlinear: Example of Distance Measurement Model
multiply
block
diagonal
Transpose of Packed Block Diagonal Matrix Times a Vector
or Matrix
block
diagonal
Packed Block Diagonal Matrix Times a Vector or Matrix
block
lower
bidiagonal
Packed Lower Block Bidiagonal Matrix Times a Vector
block
lower
bidiagonal
transpose
Packed Lower Block Bidiagonal Matrix Transpose Times a Vector
block
tridiagonal
Packed Block Tridiagonal Matrix Times a Vector
N
newton
_
step
Affine Constrained Kalman Bucy Smoother Newton Step
example
and
test
ckbs_newton_step Example and Test
newton
_
step
_
L1
Affine Robust L1 Kalman Bucy Smoother Newton Step
example
and
test
ckbs_newton_step_L1 Example and Test
noiseless
vanderpol
oscillator
Van der Pol Oscillator Simulation (No Noise)
nonlinear
transition
ckbs_nonlinear: Vanderpol Transition Model Mean Example
O
objective
gradient
Affine Residual Sum of Squares Gradient
Hessian
Affine Residual Sum of Squares Hessian
least
squares
with
robust
L1
norm
Affine Least Squares with Robust L1 Objective
process
gradient
Affine Residual Process Sum of Squares Gradient
process
Hessian
Affine Process Residual Sum of Squares Hessian
residual
sum
of
squares
Affine Residual Sum of Squares Objective
Student
'
s
t
Student's t Sum of Squares Objective
oscillator
vanderpol
no
noise
Van der Pol Oscillator Simulation (No Noise)
P
path
for
testing
Set Up Path for Testing
persistence
transition
ckbs_nonlinear: Example of Persistence Transition Function
position
velocity
transition
ckbs_nonlinear: Example Position and Velocity Transition Model
process
residual
gradient
Affine Residual Process Sum of Squares Gradient
process
sum
of
squares
Hessian
Affine Process Residual Sum of Squares Hessian
process
_
grad
Affine Residual Process Sum of Squares Gradient
example
and
test
ckbs_process_grad Example and Test
process
_
hes
Affine Process Residual Sum of Squares Hessian
example
and
test
ckbs_process_hes Example and Test
R
random
walk
transition
ckbs_nonlinear: Example of Persistence Transition Function
reference
ckbs_nonlinear:
Unconstrained Nonlinear Transition Model Example and Test: Reference
residual
gradient
Affine Residual Sum of Squares Gradient
Hessian
Affine Residual Sum of Squares Hessian
Hessian
process
Affine Process Residual Sum of Squares Hessian
Kuhn
-
Tucker
Compute Residual in Kuhn-Tucker Conditions
Kuhn
-
Tucker
for
L1
Compute Residual in Kuhn-Tucker Conditions for Robust L1
sum
of
squares
objective
Affine Residual Sum of Squares Objective
robust
affine
smoother
Robust L1 Affine Kalman Bucy Smoother
ckbs
_
L1
_
nonlinear
ckbs_L1_nonlinear:
Robust Nonlinear Transition Model Example and Test
robust
affine
example
and
test
ckbs_L1_affine Robust Smoothing Spline Example and Test
robust
L1
Kalman
Smoother
The Nonlinear Constrained Kalman-Bucy Smoother
robust
L1
norm
objective
affine
least
squares
with
Affine Least Squares with Robust L1 Objective
robust
smoothing
spline
example
and
test
ckbs_L1_affine Robust Smoothing Spline Example and Test
S
Student
'
s
t
Kalman
-
Bucy
Smoother
The General Student's t Smoother
objective
Student's t Sum of Squares Objective
Student
'
s
t
residual
gradient
Student's t Gradient
Students
t
objective
gradient
Student's t Gradient
hessian
Student's t Hessian
simple
ckbs
_
nonlinear
ckbs_nonlinear: A Simple Example and Test
sine
wave
constraint
ckbs_nonlinear: Example of Nonlinear Constraint
singular
affine
smoother
Singular Affine Kalman Bucy Smoother
singular
affine
example
and
test
ckbs_affine_singular Singular Smoothing Spline Example and Test
singular
smoothing
spline
example
and
test
ckbs_affine_singular Singular Smoothing Spline Example and Test
smoother
affine
constrained
Constrained Affine Kalman Bucy Smoother
affine
robust
Robust L1 Affine Kalman Bucy Smoother
affine
singular
Singular Affine Kalman Bucy Smoother
constrained
Kalman
-
Bucy
The Nonlinear Constrained Kalman-Bucy Smoother
robust
L1
Kalman
The Nonlinear Constrained Kalman-Bucy Smoother
Student
'
s
t
The General Student's t Smoother
smoothing
jump
tracking
example
and
test
ckbs_t_general Jump Tracking Example and Test
jump
tracking
example
and
test
ckbs_t_general Jump Tracking Example and Test
spline
example
and
test
ckbs_affine Box Constrained Smoothing Spline Example and Test
solve
backward
block
tridiagonal
Symmetric Block Tridiagonal Algorithm (Backward version)
block
bidiagonal
Block Bidiagonal Algorithm
block
bidiagonal
transpose
Block Bidiagonal Algorithm
block
diagonal
Block Diagonal Algorithm
block
tridiagonal
Symmetric Block Tridiagonal Algorithm
cg
block
tridiagonal
Symmetric Block Tridiagonal Algorithm (Conjugate Gradient version)
step
Newton
Affine Robust L1 Kalman Bucy Smoother Newton Step
Newton
Affine Constrained Kalman Bucy Smoother Newton Step
sum
of
squares
gradient
Affine Residual Sum of Squares Gradient
Hessian
Affine Residual Sum of Squares Hessian
residual
objective
Affine Residual Sum of Squares Objective
sum
of
squares
of
process
gradient
Affine Residual Process Sum of Squares Gradient
sumsq
_
grad
Affine Residual Sum of Squares Gradient
example
and
test
ckbs_sumsq_grad Example and Test
sumsq
_
hes
Affine Residual Sum of Squares Hessian
example
and
test
ckbs_sumsq_hes Example and Test
sumsq
_
obj
Affine Residual Sum of Squares Objective
example
and
test
ckbs_sumsq_obj Example and Test
symmetric
multiply
block
bidiagonal
Packed Block Bidiagonal Matrix Symmetric Multiply
T
Tucker
Kuhn
residual
Compute Residual in Kuhn-Tucker Conditions
Kuhn
residual
for
L1
Compute Residual in Kuhn-Tucker Conditions for Robust L1
t
_
general
example
and
test
ckbs_t_general Jump Tracking Example and Test
example
and
test
ckbs_t_general Jump Tracking Example and Test
t
_
grad
Student's t Gradient
example
and
test
ckbs_t_grad Example and Test
t
_
hess
Student's t Hessian
example
and
test
ckbs_t_hess Example and Test
t
_
obj
Student's t Sum of Squares Objective
example
and
test
ckbs_t_obj Example and Test
test
affine
ckbs_affine Box Constrained Smoothing Spline Example and Test
bidiag
_
solve
ckbs_bidiag_solve Example and Test
bidiag
_
solve
_
t
ckbs_bidiag_solve_t Example and Test
blkbidiag
_
mul
blkbidiag_mul Example and Test
blkbidiag
_
mul
_
t
blkbidiag_mul_t Example and Test
blkbidiag
_
symm
_
mul
blkbidiag_symm_mul Example and Test
blkdiag
_
mul
blkdiag_mul Example and Test
blkdiag
_
mul
_
t
%
blkdiag_mul_t Example and Test
blktridiag
_
mul
blktridiag_mul Example and Test
ckbs
_
nonlinear
ckbs_nonlinear: A Simple Example and Test
diag
_
solve
ckbs_diag_solve Example and Test
get
_
started
ckbs_nonlinear: A Simple Example and Test
kuhn
_
tucker
ckbs_kuhn_tucker Example and Test
kuhn
_
tucker
_
L1
ckbs_kuhn_tucker_L1 Example and Test
L2L1
_
obj
ckbs_L2L1_obj Example and Test
newton
_
step
ckbs_newton_step Example and Test
newton
_
step
_
L1
ckbs_newton_step_L1 Example and Test
nonlinear
ckbs_nonlinear: Example and Test of Tracking a Sine Wave
path
Set Up Path for Testing
process
_
grad
ckbs_process_grad Example and Test
process
_
hes
ckbs_process_hes Example and Test
robust
ckbs_L1_nonlinear:
Robust Nonlinear Transition Model Example and Test
robust
affine
ckbs_L1_affine Robust Smoothing Spline Example and Test
robust
nonlinear
ckbs_L1_nonlinear:
Robust Nonlinear Transition Model Example and Test
robust
smoothing
spline
ckbs_L1_affine Robust Smoothing Spline Example and Test
run
all
Run All Correctness Tests
Student
'
s
t
ckbs_t_general Jump Tracking Example and Test
Student
'
s
t
ckbs_t_general Jump Tracking Example and Test
singular
affine
ckbs_affine_singular Singular Smoothing Spline Example and Test
singular
smoothing
spline
ckbs_affine_singular Singular Smoothing Spline Example and Test
smoothing
spline
ckbs_affine Box Constrained Smoothing Spline Example and Test
smoothing
spline
with
jump
ckbs_t_general Jump Tracking Example and Test
smoothing
spline
with
jump
ckbs_t_general Jump Tracking Example and Test
sumsq
_
grad
ckbs_sumsq_grad Example and Test
sumsq
_
hes
ckbs_sumsq_hes Example and Test
sumsq
_
obj
ckbs_sumsq_obj Example and Test
t
_
grad
ckbs_t_grad Example and Test
t
_
hess
ckbs_t_hess Example and Test
t
_
obj
ckbs_t_obj Example and Test
transition
nonlinear
ckbs_L1_nonlinear:
Robust Nonlinear Transition Model Example and Test
transition
nonlinear
ckbs_nonlinear:
Unconstrained Nonlinear Transition Model Example and Test
tridiag
_
solve
ckbs_tridiag_solve Example and Test
tridiag
_
solve
_
b
ckbs_tridiag_solve_b Example and Test
tridiag
_
solve
_
pcg
ckbs_tridiag_solve_pcg Example and Test
unconstrained
ckbs_nonlinear:
Unconstrained Nonlinear Transition Model Example and Test
unconstrained
ckbs_nonlinear:
Unconstrained Nonlinear Transition Model Example and Test
test
_
path
Set Up Path for Testing
transition
persistence
ckbs_nonlinear: Example of Persistence Transition Function
position
and
velocity
ckbs_nonlinear: Example Position and Velocity Transition Model
vanderpol
ckbs_nonlinear: Vanderpol Transition Model Mean Example
tridiag
_
solve
Symmetric Block Tridiagonal Algorithm (Backward version)
Symmetric Block Tridiagonal Algorithm
example
and
test
ckbs_tridiag_solve Example and Test
tridiag
_
solve
_
b
example
and
test
ckbs_tridiag_solve_b Example and Test
tridiag
_
solve
_
pcg
Symmetric Block Tridiagonal Algorithm (Conjugate Gradient version)
example
and
test
ckbs_tridiag_solve_pcg Example and Test
tridiagonal
backward
block
solve
Symmetric Block Tridiagonal Algorithm (Backward version)
block
multiply
Packed Block Tridiagonal Matrix Times a Vector
block
solve
Symmetric Block Tridiagonal Algorithm
pcg
block
solve
Symmetric Block Tridiagonal Algorithm (Conjugate Gradient version)
U
unconstrained
ckbs
_
nonlinear
ckbs_nonlinear:
Unconstrained Nonlinear Transition Model Example and Test
utility
ckbs_nonlinear: Example of No Constraint
V
vanderpol
oscillator
no
noise
Van der Pol Oscillator Simulation (No Noise)
robust
ckbs_L1_nonlinear:
Robust Nonlinear Transition Model Example and Test
transition
ckbs_nonlinear: Vanderpol Transition Model Mean Example
unconstrained
ckbs_nonlinear:
Unconstrained Nonlinear Transition Model Example and Test
velocity
position
transition
ckbs_nonlinear: Example Position and Velocity Transition Model