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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1512 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
assia 2007-12-21 16:32:21 +00:00
parent ed0b94f402
commit 7112bd6006
1 changed files with 28 additions and 1 deletions
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29
matlab/lnsrch1.m
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% Copyright (C) 2001 Michel Juillard
% function [x,f,fvec,check]=lnsrch(xold,fold,g,p,stpmax,func,j1,j2,varargin)
% Computes the optimal step by minimizing the residual sum of squares
%
% INPUTS
% xold: actual point
% fold: residual sum of squares at the point xold
% g: gradient
% p: Newton direction
% stpmax: maximum step
% func: name of the function
% j1: equations index to be solved
% j2: unknowns index
% varargin: list of arguments following j2
%
% OUTPUTS
% x: chosen point
% f: residual sum of squares value for a given x
% fvec: residuals vector
% check=1: problem of the looping which continues indefinitely
%
%
% SPECIAL REQUIREMENTS
% none
%
%
% part of DYNARE, copyright Dynare Team (2001-2007)
% Gnu Public License.
function [x,f,fvec,check]=lnsrch(xold,fold,g,p,stpmax,func,j1,j2,varargin)
global options_