Prev
Next
Index->
contents
reference
index
search
external
Up->
CppAD
Appendix
numeric_ad
CppAD->
Install
Introduction
AD
ADFun
preprocessor
multi_thread
utility
ipopt_solve
Example
speed
Appendix
Appendix->
Faq
directory
Theory
glossary
Bib
wish_list
whats_new
deprecated
compare_c
numeric_ad
addon
License
numeric_ad->
BenderQuad
opt_val_hes
LuRatio
Headings->
Contents
@(@\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}} }@)@
Some Numerical AD Utilities
The routines listed below are numerical utilities that are designed to work with CppAD in particular.
Contents
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
Input File: omh/appendix/numeric_ad.omh