stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

trust_region: replace a loop with a matrix expression

time-shift
Michel Juillard 2014-05-11 14:44:44 +02:00
parent 72950de0a0
commit b5ca118bfb
1 changed files with 1 additions and 4 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

5
matlab/trust_region.m
View File

@ -65,7 +65,6 @@ info = 0;
fvec = fcn (x, varargin{:});
fvec = fvec(j1);
fn = norm (fvec);
jcn = nan(n, 1);
% Outer loop.
while (niter < maxiter && ~info)
@ -88,9 +87,7 @@ while (niter < maxiter && ~info)
end
% Get column norms, use them as scaling factors.
for j = 1:n
jcn(j) = norm(fjac(:,j));
end
jcn = sqrt(sum(fjac.*fjac))';
if (niter == 1)
dg = jcn;
dg(dg == 0) = 1;