Mercurial > hg > octave-lyh
view scripts/optimization/private/__fdjac__.m @ 17521:c3a3532e3d98
linsolve.m: Add new function for Matlab compatibility.
* scripts/linear-algebra/linsolve.m: New function.
* scripts/linear-algebra/module.mk: Add linsolve.m to build system.
* NEWS: Announce new function.
author | Nir Krakauer < nkrakauer@ccny.cuny.edu> |
---|---|
date | Thu, 26 Sep 2013 08:30:26 -0700 |
parents | 72c96de7a403 |
children |
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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