Add a useful package (from Source forge) for octave

[CreaPhase.git] / octave_packages / optim-1.2.0 / dfdp.m

diff --git a/octave_packages/optim-1.2.0/dfdp.m b/octave_packages/optim-1.2.0/dfdp.m
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+%% Copyright (C) 1992-1994 Richard Shrager
+%% Copyright (C) 1992-1994 Arthur Jutan
+%% Copyright (C) 1992-1994 Ray Muzic
+%% Copyright (C) 2010, 2011 Olaf Till <i7tiol@t-online.de>
+%%
+%% This program 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.
+%%
+%% This program 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
+%% this program; if not, see <http://www.gnu.org/licenses/>.
+
+%% function prt = dfdp (x, f, p, dp, func[, bounds])
+%% numerical partial derivatives (Jacobian) df/dp for use with leasqr
+%% --------INPUT VARIABLES---------
+%% x=vec or matrix of indep var(used as arg to func) x=[x0 x1 ....]
+%% f=func(x,p) vector initialsed by user before each call to dfdp
+%% p= vec of current parameter values
+%% dp= fractional increment of p for numerical derivatives
+%%      dp(j)>0 central differences calculated
+%%      dp(j)<0 one sided differences calculated
+%%      dp(j)=0 sets corresponding partials to zero; i.e. holds p(j) fixed
+%% func=function (string or handle) to calculate the Jacobian for,
+%%      e.g. to calc Jacobian for function expsum prt=dfdp(x,f,p,dp,'expsum')
+%% bounds=two-column-matrix of lower and upper bounds for parameters
+%%      If no 'bounds' options is specified to leasqr, it will call
+%%      dfdp without the 'bounds' argument.
+%%----------OUTPUT VARIABLES-------
+%% prt= Jacobian Matrix prt(i,j)=df(i)/dp(j)
+%%================================
+%%
+%% dfxpdp is more general and is meant to be used instead of dfdp in
+%% optimization.
+
+function prt = dfdp (x, f, p, dp, func, bounds)
+
+  %% This is just an interface. The original code has been moved to
+  %% __dfdp__.m, which is used with two different interfaces by
+  %% leasqr.m.
+
+  %% if (ischar (varargin{5}))
+  %%   varargin{5} = @ (p) str2func (varargin{5}) (varargin{1}, p);
+  %% else
+  %%   varargin{5} = @ (p) varargin{5} (varargin{1}, p);
+  %% end
+
+  if (ischar (func))
+    func = @ (p) str2func (func) (x, p);
+  else
+    func = @ (p) func (x, p);
+  end
+
+  hook.f = f;
+
+  if (nargin > 5)
+    hook.lbound = bounds(:, 1);
+    hook.ubound = bounds(:, 2);
+  end
+
+  hook.diffp = abs (dp);
+  hook.fixed = dp == 0;
+  hook.diff_onesided = dp < 0;
+
+  prt = __dfdp__ (p, func, hook);