annotate scripts/optimization/private/__fdjac__.m @ 14138:72c96de7a403 stable

maint: update copyright notices for 2012
author John W. Eaton <jwe@octave.org>
date Mon, 02 Jan 2012 14:25:41 -0500
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1 ## Copyright (C) 2008-2012 Jaroslav Hajek
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2 ##
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3 ## This file is part of Octave.
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4 ##
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5 ## Octave is free software; you can redistribute it and/or modify it
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6 ## under the terms of the GNU General Public License as published by
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7 ## the Free Software Foundation; either version 3 of the License, or (at
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8 ## your option) any later version.
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9 ##
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10 ## Octave is distributed in the hope that it will be useful, but
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11 ## WITHOUT ANY WARRANTY; without even the implied warranty of
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12 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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13 ## General Public License for more details.
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14 ##
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15 ## You should have received a copy of the GNU General Public License
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16 ## along with Octave; see the file COPYING. If not, see
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17 ## <http://www.gnu.org/licenses/>.
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18
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19 ## -*- texinfo -*-
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20 ## @deftypefn {Function File} {} __fdjac__ (@var{fcn}, @var{x}, @var{fvec}, @var{err})
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21 ## Undocumented internal function.
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22 ## @end deftypefn
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23
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24 function fjac = __fdjac__ (fcn, x, fvec, typicalx, cdif, err = 0)
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25 if (cdif)
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26 err = (max (eps, err)) ^ (1/3);
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27 h = typicalx*err;
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28 fjac = zeros (length (fvec), numel (x));
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29 for i = 1:numel (x)
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30 x1 = x2 = x;
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31 x1(i) += h(i);
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32 x2(i) -= h(i);
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33 fjac(:,i) = (fcn (x1)(:) - fcn (x2)(:)) / (x1(i) - x2(i));
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34 endfor
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35 else
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36 err = sqrt (max (eps, err));
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37 h = typicalx*err;
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38 fjac = zeros (length (fvec), numel (x));
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39 for i = 1:numel (x)
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40 x1 = x;
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41 x1(i) += h(i);
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42 fjac(:,i) = (fcn (x1)(:) - fvec) / (x1(i) - x(i));
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43 endfor
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44 endif
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45 endfunction
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