Add test functions for nonlinear solvers.
parent
0d092a36a0
commit
a905539f60
GPG Key ID:
295C1FE89E17EB3C
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@ -1305,7 +1305,21 @@ EXTRA_DIST = \
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run_kronecker_tests.m \
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kronecker/test_kron.m \
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kronecker/nash_matrices.mat \
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deterministic_simulations/pfwee.csv
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deterministic_simulations/pfwee.csv \
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solver-test-functions/brown.m \
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solver-test-functions/broydenbanded.m \
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solver-test-functions/broydentridiagonal.m \
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solver-test-functions/chebyquad.m \
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solver-test-functions/discreteboundaryvalue.m \
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solver-test-functions/discreteintegralequation.m \
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solver-test-functions/helicalvalley.m \
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solver-test-functions/powell1.m \
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solver-test-functions/powell2.m \
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solver-test-functions/rosenbrock.m \
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solver-test-functions/trigonometric.m \
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solver-test-functions/variablydimensioned.m \
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solver-test-functions/watson.m \
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solver-test-functions/wood.m
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if ENABLE_MATLAB
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check-local: check-matlab
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@ -0,0 +1,66 @@
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function [fval, fjac] = brown(x)
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% Copyright © 2021 Dynare Team
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%
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% This file is part of Dynare.
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%
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% Dynare is free software: you can redistribute it and/or modify
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% it under the terms of the GNU General Public License as published by
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% the Free Software Foundation, either version 3 of the License, or
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% (at your option) any later version.
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%
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% Dynare is distributed in the hope that it will be useful,
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% but WITHOUT ANY WARRANTY; without even the implied warranty of
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% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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% GNU General Public License for more details.
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%
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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 <https://www.gnu.org/licenses/>.
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n = length(x);
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if isnumeric(x) && isvector(x) && all(~isnan(x))
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fval = zeros(n, 1);
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sum = -(n+1);
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prod = 1;
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for j=1:n
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sum = sum+x(j);
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prod = prod*x(j);
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end
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for k=1:n-1
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fval(k) = x(k)+sum;
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end
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fval(n) = prod-1;
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if nargout>1
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fjac = zeros(n);
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prod = 1;
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for j=1:n
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prod = prod*x(j);
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for k=1:n
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fjac(k,j) = 1;
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end
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fjac(j,j) = 2;
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end
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for j=1:n
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tmp = x(j);
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if abs(tmp)<eps()
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tmp = 1;
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prod = 1;
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for k=1:n
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if k~=j
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prod = prod*x(k);
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end
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end
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end
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fjac(n,j) = prod/tmp;
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end
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end
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elseif isnumeric(x) && isvector(x) && all(isnan(x))
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if nargout==1
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fval = 0.5*ones(length(x), 1);
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else
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error('One output is required for initialization mode.')
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end
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else
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error('Wrong input argument.')
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end
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@ -0,0 +1,60 @@
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function [fval, fjac] = broydenbanded(x)
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% Copyright © 2021 Dynare Team
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%
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% This file is part of Dynare.
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%
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% Dynare is free software: you can redistribute it and/or modify
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% it under the terms of the GNU General Public License as published by
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% the Free Software Foundation, either version 3 of the License, or
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% (at your option) any later version.
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%
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% Dynare is distributed in the hope that it will be useful,
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% but WITHOUT ANY WARRANTY; without even the implied warranty of
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% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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% GNU General Public License for more details.
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%
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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 <https://www.gnu.org/licenses/>.
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n = length(x);
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if isnumeric(x) && isvector(x) && all(~isnan(x))
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fval = zeros(n, 1);
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ml = 5;
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mu = 1;
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for k=1:n
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k1 = max(1, k-ml);
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k2 = min(k+mu, n);
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tmp = 0;
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for j=k1:k2
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if j~=k
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tmp = tmp + x(j)*(1+x(j));
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end
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end
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fval(k) = x(k)*(2+5*x(k)*x(k))+1-tmp;
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end
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if nargout>1
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fjac = zeros(n);
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ml = 5;
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mu = 1;
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for k=1:n
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k1 = max(1,k-ml);
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k2 = min(k+mu,n);
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for j=k1:k2
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if j~=k
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fjac(k,j) = -(1+2*x(j));
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end
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end
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fjac(k,k) = 2+15*x(k)*x(k);
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end
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end
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elseif isnumeric(x) && isvector(x) && all(isnan(x))
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if nargout==1
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fval = broydentridiagonal(nan(n,1));
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else
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error('One output is required for initialization mode.')
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end
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else
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error('Wrong input argument.')
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end
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@ -0,0 +1,56 @@
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function [fval, fjac] = broydentridiagonal(x)
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% Copyright © 2021 Dynare Team
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%
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% This file is part of Dynare.
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%
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% Dynare is free software: you can redistribute it and/or modify
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% it under the terms of the GNU General Public License as published by
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% the Free Software Foundation, either version 3 of the License, or
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% (at your option) any later version.
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%
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% Dynare is distributed in the hope that it will be useful,
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% but WITHOUT ANY WARRANTY; without even the implied warranty of
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% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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% GNU General Public License for more details.
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%
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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 <https://www.gnu.org/licenses/>.
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n = length(x);
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if isnumeric(x) && isvector(x) && all(~isnan(x))
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fval = zeros(n, 1);
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for k=1:n
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tmp = (3-2*x(k))*x(k);
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tmp1 = 0;
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if k~=1
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tmp1 = x(k-1);
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end
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tmp2 = 0;
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if k~=n
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tmp2 = x(k+1);
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end
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fval(k) = tmp-tmp1-2*tmp2+1;
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end
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if nargout>1
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fjac = zeros(n);
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for k=1:n
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fjac(k,k) = 3-4*x(k);
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if k~=1
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fjac(k,k-1) = -1;
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end
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if k~=n
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fjac(k,k+1) = -2;
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end
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end
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end
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elseif isnumeric(x) && isvector(x) && all(isnan(x))
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if nargout==1
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fval = -ones(n, 1);
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else
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error('One output is required for initialization mode.')
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end
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else
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error('Wrong input argument.')
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end
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@ -0,0 +1,76 @@
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function [fval, fjac] = chebyquad(x)
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% Copyright © 2021 Dynare Team
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%
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% This file is part of Dynare.
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%
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% Dynare is free software: you can redistribute it and/or modify
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% it under the terms of the GNU General Public License as published by
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% the Free Software Foundation, either version 3 of the License, or
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% (at your option) any later version.
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%
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% Dynare is distributed in the hope that it will be useful,
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% but WITHOUT ANY WARRANTY; without even the implied warranty of
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% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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% GNU General Public License for more details.
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%
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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 <https://www.gnu.org/licenses/>.
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n = length(x);
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if isnumeric(x) && isvector(x) && all(~isnan(x))
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fval = zeros(n, 1);
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for j=1:n
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tmp1 = 1;
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tmp2 = 2*x(j)-1;
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tmp = 2*tmp2;
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for i=1:n
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fval(i) = fval(i)+tmp2;
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ti = tmp*tmp2-tmp1;
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tmp1 = tmp2;
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tmp2 = ti;
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end
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end
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tk = 1.0/n;
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iev = -1;
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for k=1:n
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fval(k) = fval(k)*tk;
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if iev>0
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fval(k) = fval(k)+1/(k^2-1);
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end
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iev = -iev;
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end
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if nargout>1
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fjac = zeros(n);
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tk = 1.0/n;
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for j=1:n
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tmp1 = 1;
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tmp2 = 2*x(j)-1;
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tmp = 2*tmp2;
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tmp3 = 0;
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tmp4 = 2;
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for k=1:n
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fjac(k,j) = tk*tmp4;
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ti = 4*tmp2+tmp*tmp4-tmp3;
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tmp3 = tmp4;
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tmp4 = ti;
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ti = tmp*tmp2-tmp1;
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tmp1 = tmp2;
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tmp2 = ti;
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end
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end
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end
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elseif isnumeric(x) && isvector(x) && all(isnan(x))
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if nargout==1
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h = 1.0/(n+1);
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fval = zeros(length(x), 1);
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for j=1:n
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fval(j) = j*h;
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end
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else
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error('One output is required for initialization mode.')
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end
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else
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error('Wrong input argument.')
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end
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@ -0,0 +1,66 @@
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function [fval, fjac] = discreteboundaryvalue(x)
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% Copyright © 2021 Dynare Team
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%
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% This file is part of Dynare.
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%
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% Dynare is free software: you can redistribute it and/or modify
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% it under the terms of the GNU General Public License as published by
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% the Free Software Foundation, either version 3 of the License, or
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% (at your option) any later version.
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%
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% Dynare is distributed in the hope that it will be useful,
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% but WITHOUT ANY WARRANTY; without even the implied warranty of
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% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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% GNU General Public License for more details.
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%
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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 <https://www.gnu.org/licenses/>.
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n = length(x);
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if isnumeric(x) && isvector(x) && all(~isnan(x))
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fval = zeros(n, 1);
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h = 1.0/(n+1);
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hh = h*h;
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for k=1:n
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tmp = (x(k)+k*h+1)^3;
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tmp1 = 0;
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if k~=1
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tmp1 = x(k-1);
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end
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tmp2 = 0;
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if k~=n
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tmp2 = x(k+1);
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end
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fval(k) = 2*x(k)-tmp1-tmp2+tmp*hh/2;
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end
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if nargout>1
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fjac = zeros(n);
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h = 1/(n+1);
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hh = h*h;
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for k=1:n
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tmp = 3*(x(k)+k*h+1)^2;
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fjac(k,k) = 2+tmp*hh/2;
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if k~=1
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fjac(k,k-1) = -1;
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end
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if k~=n
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fjac(k,k+1) = -1;
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end
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end
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end
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elseif isnumeric(x) && isvector(x) && all(isnan(x))
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if nargout==1
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h = 1.0/(n+1);
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fval = zeros(n, 1);
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for j=1:n
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tj = j*h;
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fval(j) = tj*(tj-1);
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end
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else
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error('One output is required for initialization mode.')
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end
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else
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error('Wrong input argument.')
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end
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@ -0,0 +1,65 @@
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function [fval, fjac] = discreteintegralequation(x)
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% Copyright © 2021 Dynare Team
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%
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% This file is part of Dynare.
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%
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% Dynare is free software: you can redistribute it and/or modify
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% it under the terms of the GNU General Public License as published by
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||||
% the Free Software Foundation, either version 3 of the License, or
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% (at your option) any later version.
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%
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% Dynare is distributed in the hope that it will be useful,
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% but WITHOUT ANY WARRANTY; without even the implied warranty of
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% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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% GNU General Public License for more details.
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%
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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 <https://www.gnu.org/licenses/>.
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n = length(x);
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if isnumeric(x) && isvector(x) && all(~isnan(x))
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fval = zeros(n, 1);
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h = 1.0/(n+1);
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for k=1:n
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tk = k*h;
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sum1 = 0;
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for j=1:k
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tj = j*h;
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tmp = (x(j)+tj+1)^3;
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sum1 = sum1+tj*tmp;
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end
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sum2 = 0;
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kp1 = k+1;
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if n>=kp1
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for j=kp1:n
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tj = j*h;
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tmp = (x(j)+tj+1)^3;
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sum2 = sum2+(1-tj)*tmp;
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end
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end
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fval(k) = x(k) + h*((1-tk)*sum1+tk*sum2)/2;
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end
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if nargout>1
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fjac = zeros(n);
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h = 1.0/(n+1);
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for k=1:n
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tk = k*h;
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for j=1:n
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tj = j*h;
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tmp = 3*(x(j)+tj+1)^2;
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fjac(k,j) = h*min(tj*(1-tk), tk*(1-tj))*tmp/2;
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end
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fjac(k,k) = fjac(k,k)+1;
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end
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end
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elseif isnumeric(x) && isvector(x) && all(isnan(x))
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if nargout==1
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fval = discreteboundaryvalue(nan(n,1));
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else
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error('One output is required for initialization mode.')
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end
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else
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error('Wrong input argument.')
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end
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@ -0,0 +1,60 @@
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function [fval, fjac] = helicalvalley(x)
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% Copyright © 2021 Dynare Team
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%
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% This file is part of Dynare.
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%
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% Dynare 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.
|
||||
%
|
||||
% Dynare 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 Dynare. If not, see <https://www.gnu.org/licenses/>.
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C7 = 0.25;
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C8 = 0.5;
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TPI = 8*atan(1);
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if nargin==1
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fval = zeros(3, 1);
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tmp1 = C7*sign(x(2));
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if x(1)>0
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tmp1 = atan(x(2)/x(1))/TPI;
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end
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if x(1)<0
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tmp1 = atan(x(2)/x(1))/TPI+C8;
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end
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tmp2 = sqrt(x(1)*x(1)+x(2)*x(2));
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fval(1) = 10*(x(3)-10*tmp1);
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fval(2) = 10*(tmp2-1);
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fval(3) = x(3);
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if nargout>1
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fjac = zeros(3);
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tmp = x(1)*x(1)+x(2)*x(2);
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tmp1 = TPI*tmp;
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tmp2 = sqrt(tmp);
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fjac(1,1) = 100*x(2)/tmp1;
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fjac(1,2) = -100*x(1)/tmp1;
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fjac(1,3) = 10;
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fjac(2,1) = 10*x(1)/tmp2;
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fjac(2,2) = 10*x(2)/tmp2;
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fjac(2,3) = 0;
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fjac(3,1) = 0;
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fjac(3,2) = 0;
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fjac(3,3) = 1;
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end
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elseif nargin
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if nargout==1
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fval = [-1; 0; 0];
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else
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error('One output is required for initialization mode.')
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end
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else
|
||||
error('Wrong number of input arguments.')
|
||||
end
|
||||
|
|
@ -0,0 +1,47 @@
|
|||
function [fval, fjac] = powell1(x)
|
||||
|
||||
% Copyright © 2021 Dynare Team
|
||||
%
|
||||
% This file is part of Dynare.
|
||||
%
|
||||
% Dynare 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.
|
||||
%
|
||||
% Dynare 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 Dynare. If not, see <https://www.gnu.org/licenses/>.
|
||||
|
||||
if nargin==1
|
||||
fval = zeros(4, 1);
|
||||
fval(1) = x(1)+10*x(2);
|
||||
fval(2) = sqrt(5)*(x(3)-x(4));
|
||||
tmp = x(2)-2*x(3);
|
||||
fval(3) = tmp*tmp;
|
||||
tmp = x(1)-x(4);
|
||||
fval(4) = sqrt(10)*tmp*tmp;
|
||||
if nargout>1
|
||||
fjac = zeros(4);
|
||||
fjac(1,1) = 1;
|
||||
fjac(1,2) = 10;
|
||||
fjac(2,3) = sqrt(5);
|
||||
fjac(2,4) = -fjac(2,3);
|
||||
fjac(3,2) = 2*(x(2)-2*x(3));
|
||||
fjac(3,3) = -2*fjac(3,2);
|
||||
fjac(4,1) = 2*sqrt(10)*(x(1)-x(4));
|
||||
fjac(4,4) = -fjac(4,1);
|
||||
end
|
||||
elseif nargin
|
||||
if nargout==1
|
||||
fval = [3; -1; 0; 1];
|
||||
else
|
||||
error('One output is required for initialization mode.')
|
||||
end
|
||||
else
|
||||
error('Wrong number of input arguments.')
|
||||
end
|
||||
|
|
@ -0,0 +1,39 @@
|
|||
function [fval, fjac] = powell2(x)
|
||||
|
||||
% Copyright © 2021 Dynare Team
|
||||
%
|
||||
% This file is part of Dynare.
|
||||
%
|
||||
% Dynare 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.
|
||||
%
|
||||
% Dynare 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 Dynare. If not, see <https://www.gnu.org/licenses/>.
|
||||
|
||||
if nargin==1
|
||||
fval = zeros(2, 1);
|
||||
fval(1) = 10000*x(1)*x(2)-1;
|
||||
fval(2) = exp(-x(1))+exp(-x(2))-1.0001;
|
||||
if nargout>1
|
||||
fjac = zeros(2);
|
||||
fjac(1,1) = 10000*x(2);
|
||||
fjac(1,2) = 10000*x(1);
|
||||
fjac(2,1) = -exp(x(1));
|
||||
fjac(2,2) = -exp(x(2));
|
||||
end
|
||||
elseif nargin
|
||||
if nargout==1
|
||||
fval = [0; 1];
|
||||
else
|
||||
error('One output is required for initialization mode.')
|
||||
end
|
||||
else
|
||||
error('Wrong number of input arguments.')
|
||||
end
|
||||
|
|
@ -0,0 +1,39 @@
|
|||
function [fval, fjac] = rosenbrock(x)
|
||||
|
||||
% Copyright © 2021 Dynare Team
|
||||
%
|
||||
% This file is part of Dynare.
|
||||
%
|
||||
% Dynare 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.
|
||||
%
|
||||
% Dynare 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 Dynare. If not, see <https://www.gnu.org/licenses/>.
|
||||
|
||||
if nargin==1
|
||||
fval = zeros(2, 1);
|
||||
fval(1) = 1.0-x(1);
|
||||
fval(2) = 10.0*(x(2)-fval(1)*fval(1));
|
||||
if nargout>1
|
||||
fjac = zeros(2);
|
||||
fjac(1,1) = -1;
|
||||
fjac(1,2) = 0;
|
||||
fjac(2,1) = -20*x(1);
|
||||
fjac(2,2) = 10;
|
||||
end
|
||||
elseif nargin
|
||||
if nargout==1
|
||||
fval = [10000; 1];
|
||||
else
|
||||
error('One output is required for initialization mode.')
|
||||
end
|
||||
else
|
||||
error('Wrong number of input arguments.')
|
||||
end
|
||||
|
|
@ -0,0 +1,50 @@
|
|||
function [fval, fjac] = trigonometric(x)
|
||||
|
||||
% Copyright © 2021 Dynare Team
|
||||
%
|
||||
% This file is part of Dynare.
|
||||
%
|
||||
% Dynare 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.
|
||||
%
|
||||
% Dynare 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 Dynare. If not, see <https://www.gnu.org/licenses/>.
|
||||
|
||||
n = length(x);
|
||||
|
||||
if isnumeric(x) && isvector(x) && all(~isnan(x))
|
||||
fval = zeros(n, 1);
|
||||
sum = 0;
|
||||
for j=1:n
|
||||
fval(j) = cos(x(j));
|
||||
sum = sum+fval(j);
|
||||
end
|
||||
for k=1:n
|
||||
fval(k) = (n+k)-sin(x(k))-sum-k*fval(k);
|
||||
end
|
||||
if nargout>1
|
||||
fjac = zeros(n);
|
||||
for j=1:n
|
||||
tmp = sin(x(j));
|
||||
for k=1:n
|
||||
fjac(k,j) = tmp;
|
||||
end
|
||||
fjac(j,j) = (j+1)*tmp-cos(x(j));
|
||||
end
|
||||
end
|
||||
elseif isnumeric(x) && isvector(x) && all(isnan(x))
|
||||
if nargout==1
|
||||
fval = (1/n)*ones(n, 1);
|
||||
else
|
||||
error('One output is required for initialization mode.')
|
||||
end
|
||||
else
|
||||
error('Wrong input argument.')
|
||||
end
|
||||
|
|
@ -0,0 +1,59 @@
|
|||
function [fval, fjac] = variablydimensioned(x)
|
||||
|
||||
% Copyright © 2021 Dynare Team
|
||||
%
|
||||
% This file is part of Dynare.
|
||||
%
|
||||
% Dynare 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.
|
||||
%
|
||||
% Dynare 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 Dynare. If not, see <https://www.gnu.org/licenses/>.
|
||||
|
||||
n = length(x);
|
||||
|
||||
if isnumeric(x) && isvector(x) && all(~isnan(x))
|
||||
fval = zeros(n, 1);
|
||||
sum = 0;
|
||||
for j=1:n
|
||||
sum = sum+j*(x(j)-1);
|
||||
end
|
||||
tmp = sum*(1+2*sum*sum);
|
||||
for k=1:n
|
||||
fval(k) = x(k)-1+k*tmp;
|
||||
end
|
||||
if nargout>1
|
||||
fjac = zeros(n);
|
||||
sum = 0;
|
||||
for j=1:n
|
||||
sum = sum + j*(x(j)-1);
|
||||
end
|
||||
tmp = 1+6*sum*sum;
|
||||
for k=1:n
|
||||
for j=1:n
|
||||
fjac(k,j) = k*j*tmp;
|
||||
fjac(j,k) = fjac(k,j);
|
||||
end
|
||||
fjac(k,k) = fjac(k,k)+1;
|
||||
end
|
||||
end
|
||||
elseif isnumeric(x) && isvector(x) && all(isnan(x))
|
||||
if nargout==1
|
||||
h = 1.0/n;
|
||||
fval = zeros(n, 1);
|
||||
for j=1:n
|
||||
fval(j) = 1-j*h;
|
||||
end
|
||||
else
|
||||
error('One output is required for initialization mode.')
|
||||
end
|
||||
else
|
||||
error('Wrong input argument.')
|
||||
end
|
||||
|
|
@ -0,0 +1,97 @@
|
|||
function [fval, fjac] = watson(x)
|
||||
|
||||
% Copyright © 2021 Dynare Team
|
||||
%
|
||||
% This file is part of Dynare.
|
||||
%
|
||||
% Dynare 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.
|
||||
%
|
||||
% Dynare 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 Dynare. If not, see <https://www.gnu.org/licenses/>.
|
||||
|
||||
n = length(x);
|
||||
|
||||
C9 = 29.0;
|
||||
|
||||
if isnumeric(x) && isvector(x) && all(~isnan(x))
|
||||
fval = zeros(n, 1);
|
||||
for i=1:29
|
||||
ti = i/C9;
|
||||
sum1 = 0;
|
||||
tmp = 1;
|
||||
for j=2:n
|
||||
sum1 = sum1+(j-1)*tmp*x(j);
|
||||
tmp = tmp*ti;
|
||||
end
|
||||
sum2 = 0;
|
||||
tmp = 1;
|
||||
for j=1:n
|
||||
sum2 = sum2+tmp*x(j);
|
||||
tmp = tmp*ti;
|
||||
end
|
||||
tmp1 = sum1-sum2*sum2-1;
|
||||
tmp2 = 2*ti*sum2;
|
||||
tmp = 1/ti;
|
||||
for k=1:n
|
||||
fval(k) = fval(k) + tmp*((k-1)-tmp2)*tmp1;
|
||||
tmp = tmp*ti;
|
||||
end
|
||||
end
|
||||
tmp = x(2)-x(1)*x(1)-1;
|
||||
fval(1) = fval(1)+ x(1)*(1-2*tmp);
|
||||
fval(2) = fval(2)+tmp;
|
||||
if nargout>1
|
||||
fjac = zeros(n);
|
||||
for i=1:29
|
||||
ti = i/C9;
|
||||
sum1 = 0;
|
||||
tmp = 1;
|
||||
for j=2:n
|
||||
sum1 = sum1 + (j-1)*tmp*x(j);
|
||||
tmp = tmp*ti;
|
||||
end
|
||||
sum2 = 0;
|
||||
tmp = 1;
|
||||
for j=1:n
|
||||
sum2 = sum2+tmp*x(j);
|
||||
tmp = tmp*ti;
|
||||
end
|
||||
tmp1 = 2*(sum1-sum2*sum2-1);
|
||||
tmp2 = 2*sum2;
|
||||
tmp = ti*ti;
|
||||
tk = 1;
|
||||
for k=1:n
|
||||
tj = tk;
|
||||
for j=k:n
|
||||
fjac(k,j) = fjac(k,j)+tj*(((k-1)/ti-tmp2)*((j-1)/ti-tmp2)-tmp1);
|
||||
tj = tj*ti;
|
||||
end
|
||||
tk = tk*tmp;
|
||||
end
|
||||
end
|
||||
fjac(1,1) = fjac(1,1)+6*x(1)*x(1)-2*x(2)+3;
|
||||
fjac(1,2) = fjac(1,2)-2*x(1);
|
||||
fjac(2,2) = fjac(2,2)+1;
|
||||
for k=1:n
|
||||
for j=k:n
|
||||
fjac(j,k) = fjac(k,j);
|
||||
end
|
||||
end
|
||||
end
|
||||
elseif isnumeric(x) && isvector(x) && all(isnan(x))
|
||||
if nargout==1
|
||||
fval = zeros(length(x), 1);
|
||||
else
|
||||
error('One output is required for initialization mode.')
|
||||
end
|
||||
else
|
||||
error('Wrong input argument.')
|
||||
end
|
||||
|
|
@ -0,0 +1,56 @@
|
|||
function [fval, fjac] = wood(x)
|
||||
|
||||
% Copyright © 2021 Dynare Team
|
||||
%
|
||||
% This file is part of Dynare.
|
||||
%
|
||||
% Dynare 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.
|
||||
%
|
||||
% Dynare 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 Dynare. If not, see <https://www.gnu.org/licenses/>.
|
||||
|
||||
C3 = 200;
|
||||
C4 = 20.2;
|
||||
C5 = 19.8;
|
||||
C6 = 180.0;
|
||||
|
||||
if nargin==1
|
||||
fval = zeros(4, 1);
|
||||
tmp1 = x(2)-x(1)*x(1);
|
||||
tmp2 = x(4)-x(3)*x(3);
|
||||
fval(1) = -C3*x(1)*tmp1-(1-x(1));
|
||||
fval(2) = C3*tmp1+C4*(x(2)-1.0)+C5*(x(4)-1);
|
||||
fval(3) = -C6*x(3)*tmp2-(1-x(3));
|
||||
fval(4) = C6*tmp2+C4*(x(4)-1)+C5*(x(2)-1);
|
||||
if nargout>1
|
||||
fjac = zeros(4);
|
||||
tmp1 = x(2)-3*x(1)*x(1);
|
||||
tmp2 = x(4)-3*x(3)*x(3);
|
||||
fjac(1,1) = -C3*tmp1+1;
|
||||
fjac(1,2) = -C3*x(1);
|
||||
fjac(2,1) = -2*C3*x(1);
|
||||
fjac(2,2) = C3+C4;
|
||||
fjac(2,4) = C5;
|
||||
fjac(3,3) = -C6*tmp2+1;
|
||||
fjac(3,4) = -C6*x(3);
|
||||
fjac(4,2) = C5;
|
||||
fjac(4,3) = -2*C6*x(3);
|
||||
fjac(4,4) = C6+C4;
|
||||
end
|
||||
elseif nargin
|
||||
if nargout==1
|
||||
fval = [-3; -1; -3; -1];
|
||||
else
|
||||
error('One output is required for initialization mode.')
|
||||
end
|
||||
else
|
||||
error('Wrong number of input arguments.')
|
||||
end
|
||||
Loading…
Reference in New Issue