Cosmetic and efficiency changes.
parent
15825c9034
commit
4c9153650f
|
@ -22,31 +22,24 @@ function [g, badg] = numgrad2(fcn,f0,x,epsilon,varargin)
|
||||||
% You should have received a copy of the GNU General Public License
|
% You should have received a copy of the GNU General Public License
|
||||||
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
|
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
|
||||||
|
|
||||||
fh = NaN;
|
|
||||||
|
|
||||||
delta = epsilon;
|
|
||||||
n=length(x);
|
|
||||||
tvec=delta*eye(n);
|
|
||||||
g=zeros(n,1);
|
|
||||||
|
|
||||||
badg=0;
|
|
||||||
scale=1;
|
|
||||||
g0 = 0;
|
|
||||||
|
|
||||||
right_derivative = 1;
|
right_derivative = 1;
|
||||||
|
|
||||||
|
h = epsilon;
|
||||||
|
n = length(x);
|
||||||
|
g = zeros(n,1);
|
||||||
|
|
||||||
|
badg = 0;
|
||||||
|
|
||||||
for i=1:n
|
for i=1:n
|
||||||
if size(x,1)>size(x,2)
|
xiold = x(i);
|
||||||
tvecv=tvec(i,:);
|
|
||||||
else
|
|
||||||
tvecv=tvec(:,i);
|
|
||||||
end
|
|
||||||
if right_derivative
|
if right_derivative
|
||||||
[fh,junk1,junk2,cost_flag] = feval(fcn, x+scale*transpose(tvecv), varargin{:});
|
x(i) = x(i)+h;
|
||||||
g0 = (fh - f0) / (scale*delta);
|
fh = feval(fcn, x, varargin{:});
|
||||||
|
g0 = (fh-f0)/h;
|
||||||
else
|
else
|
||||||
[fh,junk1,junk2,cost_flag] = feval(fcn, x-scale*transpose(tvecv), varargin{:});
|
x(i) = x(i)-h;
|
||||||
g0 = (f0-fh) / (scale*delta);
|
fh = feval(fcn, x, varargin{:});
|
||||||
|
g0 = (f0-fh)/h;
|
||||||
end
|
end
|
||||||
if abs(g0)< 1e15
|
if abs(g0)< 1e15
|
||||||
g(i) = g0;
|
g(i) = g0;
|
||||||
|
@ -54,4 +47,5 @@ for i=1:n
|
||||||
g(i) = 0;
|
g(i) = 0;
|
||||||
badg = 1;
|
badg = 1;
|
||||||
end
|
end
|
||||||
|
x(i) = xiold;
|
||||||
end
|
end
|
Loading…
Reference in New Issue