In the same way, we can define derivatives of matrix-valued operators as linear operators on matrices. For example, f(X)=X² gives f'(X)[dX] = X dX + dX X. Or f(X) = X⁻¹ gives f'(X)[dX] = –X⁻¹ dX X⁻¹.
dae-cpp is a cross-platform, header-only C++17 library for solving stiff systems of DAEs (an initial value problem). DAE systems can contain both differential and algebraic equations and can be ...