diff --git a/matlab/numgrad2.m b/matlab/numgrad2.m index 599924d1b..daf400704 100644 --- a/matlab/numgrad2.m +++ b/matlab/numgrad2.m @@ -5,7 +5,7 @@ function [g, badg] = numgrad2(fcn,f0,x,epsilon,varargin) % http://sims.princeton.edu/yftp/optimize/mfiles/numgrad.m % Copyright (C) 1993-2007 Christopher Sims -% Copyright (C) 2008-2012 Dynare Team +% Copyright (C) 2008-2013 Dynare Team % % This file is part of Dynare. % @@ -30,32 +30,28 @@ tvec=delta*eye(n); g=zeros(n,1); badg=0; -goog=1; scale=1; g0 = 0; + +right_derivative = 1; + for i=1:n if size(x,1)>size(x,2) tvecv=tvec(i,:); else tvecv=tvec(:,i); end - [fh,junk1,junk2,cost_flag] = feval(fcn, x+scale*transpose(tvecv), varargin{:}); - if cost_flag + if right_derivative + [fh,junk1,junk2,cost_flag] = feval(fcn, x+scale*transpose(tvecv), varargin{:}); g0 = (fh - f0) / (scale*delta); else [fh,junk1,junk2,cost_flag] = feval(fcn, x-scale*transpose(tvecv), varargin{:}); - if cost_flag - g0 = (f0-fh) / (scale*delta); - else - goog = 0; - end + g0 = (f0-fh) / (scale*delta); end - if goog && abs(g0)< 1e15 + if abs(g0)< 1e15 g(i) = g0; else - disp('bad gradient ------------------------') - % fprintf('Gradient w.r.t. %3d: %10g\n',i,g0) g(i) = 0; badg = 1; end -end +end \ No newline at end of file