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ckbs Utility Functions

Contents
ckbs_blkdiag_mulPacked Block Diagonal Matrix Times a Vector
ckbs_blkdiag_mul_tTranspose of Packed Block Diagonal Matrix Times a Vector
ckbs_sumsq_objAffine Residual Sum of Squares Objective
ckbs_sumsq_gradAffine Residual Sum of Squares Gradient
ckbs_sumsq_hesAffine Residual Sum of Squares Hessian
ckbs_tridiag_solveSymmetric Block Tridiagonal Algorithm
ckbs_newton_stepAffine Constrained Kalman Bucy Smoother Newton Step
ckbs_kuhn_tuckerCompute Residual in Kuhn-Tucker Conditions

Input File: omh/utility.omh