Mercurial > forge
view main/optim/inst/deriv.m @ 9930:d30cfca46e8a octave-forge
optim: upgrade license to GPLv3+ and mention on DESCRIPTION the other package licenses
author | carandraug |
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date | Fri, 30 Mar 2012 15:14:48 +0000 |
parents | 78b4b0c0a4c1 |
children |
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## Copyright (C) 2000 Ben Sapp <bsapp@nua.lampf.lanl.gov> ## Copyright (C) 2011 Joaquín Ignacio Aramendía <samsagax@gmail.com> ## Copyright (C) 2011 Carnë Draug <carandraug+dev@gmail.com> ## ## 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/>. ## -*- texinfo -*- ## @deftypefn {Function File} {@var{dx} =} deriv (@var{f}, @var{x0}) ## @deftypefnx {Function File} {@var{dx} =} deriv (@var{f}, @var{x0}, @var{h}) ## @deftypefnx {Function File} {@var{dx} =} deriv (@var{f}, @var{x0}, @var{h}, @var{O}) ## @deftypefnx {Function File} {@var{dx} =} deriv (@var{f}, @var{x0}, @var{h}, @var{O}, @var{N}) ## Calculate derivate of function @var{f}. ## ## @var{f} must be a function handle or the name of a function that takes @var{x0} ## and returns a variable of equal length and orientation. @var{x0} must be a ## numeric vector or scalar. ## ## @var{h} defines the step taken for the derivative calculation. Defaults to 1e-7. ## ## @var{O} defines the order of the calculation. Supported values are 2 (h^2 order) ## or 4 (h^4 order). Defaults to 2. ## ## @var{N} defines the derivative order. Defaults to the 1st derivative of the ## function. Can be up to the 4th derivative. ## ## Reference: Numerical Methods for Mathematics, Science, and Engineering by ## John H. Mathews. ## @end deftypefn function dx = deriv (f, x0, h = 0.0000001, O = 2, N = 1) if (ischar(f)) f = str2func(f); # let's also support a string with str2func endif if (nargin < 2) error ("Not enough arguments."); elseif (!isa (f, 'function_handle')) error ("The first argument 'f' must be a function handle."); elseif (!isvector (x0) || !isnumeric (x0)) ## a scalar is 1x1 therefore counts as a vector too error ("The second argument 'x0' must be a numeric vector."); elseif (!isscalar (h) || !isnumeric (h)) error ("The third argument 'h' must be a scalar."); elseif (!isscalar (O) || !isnumeric (O)) error ("The fourth argument 'O' must be a scalar."); elseif (O != 2 && O != 4) error ("Only order 2 or 4 is supported."); elseif (!isscalar (N) || !isnumeric (N)) error ("The fifth argument 'N' must be a scalar."); elseif ((N > 4) || (N < 1)) error("Only 1st,2nd,3rd or 4th order derivatives are acceptable."); elseif (nargin > 5) warning("Ignoring arguements beyond the 5th."); endif switch O case (2) switch N case (1) dx = (feval(f,x0+h)-feval(f,x0-h))/(2*h); case (2) dx = (feval(f,x0+h)-2*feval(f,x0)+feval(f,x0-h))/(h^2); case (3) dx = (feval(f,x0+2*h)-2*feval(f,x0+h)+2*feval(f,x0-h)-feval(f,x0-2*h))/(2*h^3); case (4) dx = (feval(f,x0+2*h)-4*feval(f,x0+h)+6*feval(f,x0)-4*feval(f,x0-h)+feval(f,x0-2*h))/(h^4); otherwise error("Only 1st,2nd,3rd or 4th order derivatives are acceptable."); endswitch case (4) switch N case (1) dx = (-feval(f,x0+2*h)+8*feval(f,x0+h)-8*feval(f,x0-h)+feval(f,x0-2*h))/(12*h); case (2) dx = (-feval(f,x0+2*h)+16*feval(f,x0+h)-30*feval(f,x0)+16*feval(f,x0-h)-feval(f,x0-2*h))/(12*h^2); case (3) dx = (-feval(f,x0+3*h)+8*feval(f,x0+2*h)-13*feval(f,x0+h)+13*feval(f,x0-h)-8*feval(f,x0-2*h)+feval(f,x0-3*h))/(8*h^3); case (4) dx = (-feval(f,x0+3*h)+12*feval(f,x0+2*h)-39*feval(f,x0+h)+56*feval(f,x0)-39*feval(f,x0-h)+12*feval(f,x0-2*h)-feval(f,x0-3*h))/(6*h^4); otherwise error("Only 1st,2nd,3rd or 4th order derivatives are acceptable."); endswitch otherwise error ("Only order 2 or 4 is supported."); endswitch endfunction