Add a useful package (from Source forge) for octave

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

diff --git a/octave_packages/optim-1.2.0/dfxpdp.m b/octave_packages/optim-1.2.0/dfxpdp.m
new file mode 100644 (file)
index 0000000..c0dfe11
--- /dev/null
+++ b/octave_packages/optim-1.2.0/dfxpdp.m
@@ -0,0 +1,53 @@
+%% 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 jac = dfxpdp (x, p, func[, hook])
+%%
+%% Returns Jacobian of func (p, x) with respect to p with finite
+%% differencing. The optional argument hook is a structure which can
+%% contain the following fields at the moment:
+%%
+%% hook.f: value of func(p, x) for p and x as given in the arguments
+%%
+%% hook.diffp: positive vector of fractional steps from given p in
+%% finite differencing (actual steps may be smaller if bounds are
+%% given). The default is .001 * ones (size (p));
+%%
+%% hook.diff_onesided: logical vector, indexing elements of p for
+%% which only one-sided differences should be computed (faster); even
+%% if not one-sided, differences might not be exactly central if
+%% bounds are given. The default is false (size (p)).
+%%
+%% hook.fixed: logical vector, indexing elements of p for which zero
+%% should be returned instead of the guessed partial derivatives
+%% (useful in optimization if some parameters are not optimized, but
+%% are 'fixed').
+%%
+%% hook.lbound, hook.ubound: vectors of lower and upper parameter
+%% bounds (or -Inf or +Inf, respectively) to be respected in finite
+%% differencing. The consistency of bounds is not checked.
+
+function ret = dfxpdp (varargin)
+
+  %% This is an interface to __dfdp__.m.
+
+  if (ischar (varargin{3}))
+    varargin{3} = @ (p) str2func (varargin{3}) ...
+       (p, varargin{1});
+  else
+    varargin{3} = @ (p) varargin{3} (p, varargin{1});
+  end
+
+  ret = __dfdp__ (varargin{2:end});