view scripts/optimization/private/__fdjac__.m @ 27919:1891570abac8

update Octave Project Developers copyright for the new year In files that have the "Octave Project Developers" copyright notice, update for 2020.
author John W. Eaton <jwe@octave.org>
date Mon, 06 Jan 2020 22:29:51 -0500
parents b442ec6dda5c
children bd51beb6205e
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## Copyright (C) 2008-2020 The Octave Project Developers
##
## See the file COPYRIGHT.md in the top-level directory of this distribution
## or <https://octave.org/COPYRIGHT.html/>.
##
##
## 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
## <https://www.gnu.org/licenses/>.

## -*- texinfo -*-
## @deftypefn {} {} __fdjac__ (@var{fcn}, @var{x}, @var{fvec}, @var{typicalx}, @var{cdif}, @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 = err * max (abs (x), typicalx);
    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));
    signp = sign (x);
    signp(signp == 0) = 1;
    h = err * signp .* max (abs (x), typicalx);
    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