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