X-Git-Url: https://git.creatis.insa-lyon.fr/pubgit/?a=blobdiff_plain;f=octave_packages%2Fm%2Foptimization%2Fprivate%2F__fdjac__.m;fp=octave_packages%2Fm%2Foptimization%2Fprivate%2F__fdjac__.m;h=eca42e4be66296dc8c1654ca91f41a615bd965ae;hb=1c0469ada9531828709108a4882a751d2816994a;hp=0000000000000000000000000000000000000000;hpb=63de9f36673d49121015e3695f2c336ea92bc278;p=CreaPhase.git diff --git a/octave_packages/m/optimization/private/__fdjac__.m b/octave_packages/m/optimization/private/__fdjac__.m new file mode 100644 index 0000000..eca42e4 --- /dev/null +++ b/octave_packages/m/optimization/private/__fdjac__.m @@ -0,0 +1,48 @@ +## Copyright (C) 2008-2012 Jaroslav Hajek +## +## This file is part of Octave. +## +## Octave is free software; you can redistribute it and/or modify it +## under the terms of the GNU General Public License as published by +## the Free Software Foundation; either version 3 of the License, or (at +## your option) any later version. +## +## Octave is distributed in the hope that it will be useful, but +## WITHOUT ANY WARRANTY; without even the implied warranty of +## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU +## General Public License for more details. +## +## You should have received a copy of the GNU General Public License +## along with Octave; see the file COPYING. If not, see +## . + +## -*- texinfo -*- +## @deftypefn {Function File} {} __fdjac__ (@var{fcn}, @var{x}, @var{fvec}, @var{err}) +## Undocumented internal function. +## @end deftypefn + +function fjac = __fdjac__ (fcn, x, fvec, typicalx, cdif, err = 0) + if (cdif) + err = (max (eps, err)) ^ (1/3); + h = typicalx*err; + fjac = zeros (length (fvec), numel (x)); + for i = 1:numel (x) + x1 = x2 = x; + x1(i) += h(i); + x2(i) -= h(i); + fjac(:,i) = (fcn (x1)(:) - fcn (x2)(:)) / (x1(i) - x2(i)); + endfor + else + err = sqrt (max (eps, err)); + h = typicalx*err; + fjac = zeros (length (fvec), numel (x)); + for i = 1:numel (x) + x1 = x; + x1(i) += h(i); + fjac(:,i) = (fcn (x1)(:) - fvec) / (x1(i) - x(i)); + endfor + endif +endfunction + + +