File: dfpdp.m

package info (click to toggle)
octave-optim 1.2.0-1
  • links: PTS, VCS
  • area: main
  • in suites: wheezy
  • size: 960 kB
  • sloc: cpp: 1,125; makefile: 66
file content (50 lines) | stat: -rw-r--r-- 2,044 bytes parent folder | download
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
%% Copyright (C) 2010, 2011 Olaf Till <olaf.till@uni-jena.de>
%%
%% 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/>.

%% function jac = dfpdp (p, func[, hook])
%%
%% Returns Jacobian of func (p) with respect to p with finite
%% differencing. The optional argument hook is a structure which can
%% contain the following fields at the moment:
%%
%% hook.f: value of func(p) for p as given in the arguments
%%
%% hook.diffp: positive vector of fractional steps from given p in
%% finite differencing (actual steps may be smaller if bounds are
%% given). The default is .001 * ones (size (p)).
%%
%% hook.diff_onesided: logical vector, indexing elements of p for
%% which only one-sided differences should be computed (faster); even
%% if not one-sided, differences might not be exactly central if
%% bounds are given. The default is false (size (p)).
%%
%% hook.fixed: logical vector, indexing elements of p for which zero
%% should be returned instead of the guessed partial derivatives
%% (useful in optimization if some parameters are not optimized, but
%% are 'fixed').
%%
%% hook.lbound, hook.ubound: vectors of lower and upper parameter
%% bounds (or -Inf or +Inf, respectively) to be respected in finite
%% differencing. The consistency of bounds is not checked.

function ret = dfpdp (varargin)

  %% This is an interface to __dfdp__.m.

  if (ischar (varargin{2}))
    varargin{2} = str2func (varargin{2});
  end

  ret = __dfdp__ (varargin{:});