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diff scripts/optimization/fsolve.m @ 9212:6feb27c38da1

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support central differences in fminunc and fsolve
author Jaroslav Hajek <highegg@gmail.com>
date Mon, 18 May 2009 09:46:49 +0200
parents 923c7cb7f13f
children e598248a060d
line wrap: on
line diff
--- a/scripts/optimization/fsolve.m
+++ b/scripts/optimization/fsolve.m
@@ -126,7 +126,7 @@
     x = optimset ("MaxIter", 400, "MaxFunEvals", Inf, \
     "Jacobian", "off", "TolX", 1.5e-8, "TolFun", 1.5e-8,
     "OutputFcn", [], "Updating", "on", "FunValCheck", "off",
-    "ComplexEqn", "off");
+    "ComplexEqn", "off", "FinDiffType", "central");
     return;
   endif
 
@@ -142,6 +142,7 @@
   n = numel (x0);
 
   has_jac = strcmpi (optimget (options, "Jacobian", "off"), "on");
+  cdif = strcmpi (optimget (options, "FinDiffType", "central"), "central");
   maxiter = optimget (options, "MaxIter", 400);
   maxfev = optimget (options, "MaxFunEvals", Inf);
   outfcn = optimget (options, "OutputFcn");
@@ -208,8 +209,8 @@
       fvec = fvec(:);
       nfev ++;
     else
-      fjac = __fdjac__ (fcn, reshape (x, xsiz), fvec);
-      nfev += length (x);
+      fjac = __fdjac__ (fcn, reshape (x, xsiz), fvec, cdif);
+      nfev += (1 + cdif) * length (x);
     endif
 
     ## For square and overdetermined systems, we update a QR