update packages

[CreaPhase.git] / octave_packages / m / optimization / private / __fdjac__.m

diff --git a/octave_packages/m/optimization/private/__fdjac__.m b/octave_packages/m/optimization/private/__fdjac__.m
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+## 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
+## <http://www.gnu.org/licenses/>.
+
+## -*- 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
+
+
+