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    "This codes calculate numerically the Jacobian and the Hessian of a vector of function.  \n",
    "For matrix operation, Armadillo is used: http://arma.sourceforge.net/  \n",
    "To install, do the follwoing:\n",
    "\n",
    "```\n",
    "mkdir build  \n",
    "cd build  \n",
    "cmake ..  \n",
    "make  \n",
    "```\n",
    "\n",
    "There is an example provided.  \n",
    "\n",
    "To understand the concept, let's take an example of a function of vector, with 3 input parameters and 2 output parameters:   \n",
    "\n",
    "$y=\\begin{bmatrix} f_1(x_1,x_2,x_3) \\\\ f_2(x_1,x_2,x_3) \\end{bmatrix}$\n",
    "\n",
    "$Jac(y) = \\begin{bmatrix}\n",
    "\\frac{\\partial f_1}{\\partial x_1} & \\frac{\\partial f_1}{\\partial x_2} & \\frac{\\partial f_1}{\\partial x_3} \\\\ \n",
    "\\frac{\\partial f_2}{\\partial x_1} & \\frac{\\partial f_2}{\\partial x_2} & \\frac{\\partial f_2}{\\partial x_3} \n",
    "\\end{bmatrix}$ \n",
    "\n",
    "$Hess(y(1)) = \\begin{bmatrix}\n",
    "\\frac{\\partial^2 f_1}{\\partial x_1^2} & \\frac{\\partial^2 f_1}{\\partial x_1 \\partial x_2} & \\frac{\\partial^2 f_1}{\\partial x_1 \\partial x_3} \\\\\n",
    "\\frac{\\partial^2 f_1}{\\partial x_2 \\partial x_1} & \\frac{\\partial^2 f_1}{\\partial x_2^2} & \\frac{\\partial^2 f_1}{\\partial x_2 \\partial x_3}  \\\\\n",
    "\\frac{\\partial^2 f_1}{\\partial x_3 \\partial x_1} & \\frac{\\partial^2 f_1}{\\partial x_3 \\partial x_2} & \\frac{\\partial^2 f_1}{\\partial x_3^2}\n",
    "\\end{bmatrix}$\n",
    "\n",
    "$Hess(y(2)) = \\begin{bmatrix}\n",
    "\\frac{\\partial^2 f_2}{\\partial x_1^2} & \\frac{\\partial^2 f_2}{\\partial x_1 \\partial x_2} & \\frac{\\partial^2 f_2}{\\partial x_1 \\partial x_3} \\\\\n",
    "\\frac{\\partial^2 f_2}{\\partial x_2 \\partial x_1} & \\frac{\\partial^2 f_2}{\\partial x_2^2}             & \\frac{\\partial^2 f_2}{\\partial x_2 \\partial x_3} \\\\\n",
    "\\frac{\\partial^2 f_2}{\\partial x_3 \\partial x_1} & \\frac{\\partial^2 f_2}{\\partial x_3 \\partial x_2}  & \\frac{\\partial^2 f_2}{\\partial x_3^2}\n",
    "\\end{bmatrix}$"
   ]
  }
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