Mercurial > forge
view main/optim/inst/nrm.m @ 2370:24d6a5cdedfe octave-forge
Changed the directory structure to match the package system
author | hauberg |
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date | Sun, 20 Aug 2006 13:37:57 +0000 |
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children | d30cfca46e8a |
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## Copyright (C) 2000 Ben Sapp. All rights reserved. ## ## 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 2, or (at your option) any ## later version. ## ## This 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. ## -*- texinfo -*- ## @deftypefn {Function File} {@var{xmin} =} nrm(@var{f},@var{x0}) ## Using @var{x0} as a starting point find a minimum of the scalar ## function @var{f}. The Newton-Raphson method is used. ## @end deftypefn ## Author: Ben Sapp <bsapp@lanl.gov> ## Reference: David G Luenberger's Linear and Nonlinear Programming ## 2002-01-28 Paul Kienzle ## * save two function evaluations by inlining the derivatives ## * pass through varargin{:} to the function ## 2002-03-13 Paul Kienzle ## * simplify update expression function x = nrm(f,x,varargin) velocity = 1; acceleration = 1; h = 0.01; while(abs(velocity) > 0.0001) fx = feval(f,x,varargin{:}); fxph = feval(f,x+h,varargin{:}); fxmh = feval(f,x-h,varargin{:}); velocity = (fxph - fxmh)/(2*h); acceleration = (fxph - 2*fx + fxmh)/(h^2); x = x - velocity/abs(acceleration); endwhile endfunction