diff --git a/matlab/csminwel1.m b/matlab/csminwel1.m
index e3f14187b..6b0ea0166 100644
--- a/matlab/csminwel1.m
+++ b/matlab/csminwel1.m
@@ -81,12 +81,6 @@ if NumGrad
[g,badg] = numgrad3(fcn, f0, x0, epsilon, varargin{:});
case 5
[g,badg] = numgrad5(fcn, f0, x0, epsilon, varargin{:});
- case {12, 22}
- [g,badg] = numgrad2_(fcn, f0, x0, epsilon, [], varargin{:});
- case {13, 23}
- [g,badg] = numgrad3_(fcn, f0, x0, epsilon, [], varargin{:});
- case {15, 25}
- [g,badg] = numgrad5_(fcn, f0, x0, epsilon, [], varargin{:});
otherwise
error('csminwel1: Unknown method for gradient evaluation!')
end
@@ -141,18 +135,6 @@ while ~done
[g1 badg1] = numgrad3(fcn, f1, x1, epsilon, varargin{:});
case 5
[g1,badg1] = numgrad5(fcn, f1, x1, epsilon, varargin{:});
- case 12
- [g1,badg1] = numgrad2_(fcn, f1, x1, epsilon, [], varargin{:});
- case 13
- [g1,badg1] = numgrad3_(fcn, f1, x1, epsilon, [], varargin{:});
- case 15
- [g1,badg1] = numgrad5_(fcn, f1, x1, epsilon, [], varargin{:});
- case 22
- [g1,badg1] = numgrad2_(fcn, f1, x1, epsilon, abs(diag(H)), varargin{:});
- case 23
- [g1,badg1] = numgrad3_(fcn, f1, x1, epsilon, abs(diag(H)), varargin{:});
- case 25
- [g1,badg1] = numgrad5_(fcn, f1, x1, epsilon, abs(diag(H)), varargin{:});
otherwise
error('csminwel1: Unknown method for gradient evaluation!')
end
@@ -192,18 +174,6 @@ while ~done
[g2 badg2] = numgrad3(fcn, f2, x2, epsilon, varargin{:});
case 5
[g2,badg2] = numgrad5(fcn, f2, x2, epsilon, varargin{:});
- case 12
- [g2,badg2] = numgrad2_(fcn, f2, x2, epsilon, [], varargin{:});
- case 13
- [g2,badg2] = numgrad3_(fcn, f2, x2, epsilon, [], varargin{:});
- case 15
- [g2,badg2] = numgrad5_(fcn, f2, x2, epsilon, [], varargin{:});
- case 22
- [g2,badg2] = numgrad2_(fcn, f2, x2, epsilon, abs(diag(H)), varargin{:});
- case 23
- [g2,badg2] = numgrad3_(fcn, f2, x2, epsilon, abs(diag(H)), varargin{:});
- case 25
- [g2,badg2] = numgrad5_(fcn, f2, x2, epsilon, abs(diag(H)), varargin{:});
otherwise
error('csminwel1: Unknown method for gradient evaluation!')
end
@@ -244,18 +214,6 @@ while ~done
[g3 badg3] = numgrad3(fcn, f3, x3, epsilon, varargin{:});
case 5
[g3,badg3] = numgrad5(fcn, f3, x3, epsilon, varargin{:});
- case 12
- [g3,badg3] = numgrad2_(fcn, f3, x3, epsilon, [], varargin{:});
- case 13
- [g3,badg3] = numgrad3_(fcn, f3, x3, epsilon, [], varargin{:});
- case 15
- [g3,badg3] = numgrad5_(fcn, f3, x3, epsilon, [], varargin{:});
- case 22
- [g3,badg3] = numgrad2_(fcn, f3, x3, epsilon, abs(diag(H)), varargin{:});
- case 23
- [g3,badg3] = numgrad3_(fcn, f3, x3, epsilon, abs(diag(H)), varargin{:});
- case 25
- [g3,badg3] = numgrad5_(fcn, f3, x3, epsilon, abs(diag(H)), varargin{:});
otherwise
error('csminwel1: Unknown method for gradient evaluation!')
end
@@ -325,18 +283,6 @@ while ~done
[gh,badgh] = numgrad3(fcn, fh, xh, epsilon, varargin{:});
case 5
[gh,badgh] = numgrad5(fcn, fh, xh, epsilon, varargin{:});
- case 12
- [gh,badgh] = numgrad2_(fcn, fh, xh, epsilon, [], varargin{:});
- case 13
- [gh,badgh] = numgrad3_(fcn, fh, xh, epsilon, [], varargin{:});
- case 15
- [gh,badgh] = numgrad5_(fcn, fh, xh, epsilon, [], varargin{:});
- case 22
- [gh,badgh] = numgrad2_(fcn, fh, xh, epsilon, abs(diag(H)), varargin{:});
- case 23
- [gh,badgh] = numgrad3_(fcn, fh, xh, epsilon, abs(diag(H)), varargin{:});
- case 25
- [gh,badgh] = numgrad5_(fcn, fh, xh, epsilon, abs(diag(H)), varargin{:});
otherwise
error('csminwel1: Unknown method for gradient evaluation!')
end
diff --git a/matlab/numgrad2_.m b/matlab/numgrad2_.m
deleted file mode 100644
index 3140a2ff7..000000000
--- a/matlab/numgrad2_.m
+++ /dev/null
@@ -1,60 +0,0 @@
-function [g, badg] = numgrad2_(fcn,f0,x,epsilon,scale,varargin)
-% function [g badg] = numgrad2(fcn,xvarargin)
-
-% Original file downloaded from:
-% http://sims.princeton.edu/yftp/optimize/mfiles/numgrad.m
-
-% Copyright (C) 1993-2007 Christopher Sims
-% Copyright (C) 2012 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 .
-
-fh = NaN;
-
-delta = epsilon*max(abs(x));
-n = length(x);
-g = zeros(n,1);
-
-badg=0;
-goog=1;
-g0 = 0;
-
-for i=1:n
- xiold = x(i);
- h = step_length_correction(xiold,scale,i)*delta;
- x(i) = xiold + h;
- [fh,junk1,junk2,cost_flag] = feval(fcn, x, varargin{:});
- if cost_flag
- g0 = (fh - f0)/h;
- else
- x(i) = xiold - h;
- [fh,junk1,junk2,cost_flag] = feval(fcn, x, varargin{:});
- if cost_flag
- g0 = (f0-fh)/h;
- else
- goog = 0;
- end
- end
- if goog && abs(g0)< 1e15
- g(i) = g0;
- else
- disp('bad gradient ------------------------')
- % fprintf('Gradient w.r.t. %3d: %10g\n',i,g0)
- g(i) = 0;
- badg = 1;
- end
- x(i) = xiold;
-end
\ No newline at end of file
diff --git a/matlab/numgrad3_.m b/matlab/numgrad3_.m
deleted file mode 100644
index 67f126036..000000000
--- a/matlab/numgrad3_.m
+++ /dev/null
@@ -1,72 +0,0 @@
-function [g, badg, f0, f1, f2] = numgrad3_(fcn,f0,x,epsilon,scale,varargin)
-% Computes the gradient of the objective function fcn using a three points
-% formula if possible.
-%
-% Adapted from Sims' numgrad routine.
-%
-% See section 25.3.4 in Abramovitz and Stegun (1972, Tenth Printing, December) Handbook of Mathematical Functions.
-% http://www.math.sfu.ca/~cbm/aands/
-
-% Original file downloaded from:
-% http://sims.princeton.edu/yftp/optimize/mfiles/numgrad.m
-
-% Copyright (C) 1993-2007 Christopher Sims
-% Copyright (C) 2008-2012 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 .
-
-f1 = NaN;
-f2 = NaN;
-
-delta = epsilon;
-n = length(x);
-g = zeros(n,1);
-
-badg=0;
-goog=1;
-
-zgrad = 1;
-
-for i=1:n
- xiold = x(i);
- h = step_length_correction(xiold,scale,i)*delta;
- x(i) = xiold + h;
- [f1,junk1,junk2,cost_flag1] = feval(fcn, x, varargin{:});
- x(i) = xiold - h;
- [f2,junk1,junk2,cost_flag2] = feval(fcn, x, varargin{:});
- if cost_flag1 && cost_flag2
- g0 = (f1 - f2) / (2*h);
- if zgrad && f1>f0 && f2>f0 % Note that this condition is consistent with a minimization problem!
- g0 = 0;
- end
- else
- if cost_flag1
- g0 = (f1-f0)/h;
- elseif cost_flag2
- g0 = (f0-f2)/h;
- else
- goog=0;
- end
- end
- if goog && abs(g0)< 1e15
- g(i)=g0;
- else
- disp('bad gradient ------------------------')
- g(i)=0;
- badg=1;
- end
- x(i) = xiold;
-end
\ No newline at end of file
diff --git a/matlab/numgrad5_.m b/matlab/numgrad5_.m
deleted file mode 100644
index ac9e45655..000000000
--- a/matlab/numgrad5_.m
+++ /dev/null
@@ -1,91 +0,0 @@
-function [g, badg, f0, f1, f2, f3, f4] = numgrad5_(fcn,f0,x,epsilon,scale,varargin)
-% Computes the gradient of the objective function fcn using a five points
-% formula if possible.
-%
-% Adapted from Sims' numgrad.m routine.
-%
-% See section 25.3.6 Abramovitz and Stegun (1972, Tenth Printing, December) Handbook of Mathematical Functions.
-% http://www.math.sfu.ca/~cbm/aands/
-%
-% TODO Try Four points formula when cost_flag3=0 or cost_flag4=0.
-
-% Original file downloaded from:
-% http://sims.princeton.edu/yftp/optimize/mfiles/numgrad.m
-
-% Copyright (C) 1993-2007 Christopher Sims
-% Copyright (C) 2008-2012 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 .
-
-f1 = NaN;
-f2 = NaN;
-f3 = NaN;
-f4 = NaN;
-
-delta = epsilon;
-n=length(x);
-tvec=delta*eye(n);
-g=zeros(n,1);
-
-badg=0;
-goog=1;
-
-zgrad = 1;
-
-for i=1:n
- xiold = x(i);
- h = step_length_correction(xiold,scale,i)*delta;
- x(i) = xiold+h;
- [f1,junk1,junk2,cost_flag1] = feval(fcn, x, varargin{:});
- x(i) = xiold-h;
- [f2,junk1,junk2,cost_flag2] = feval(fcn, x, varargin{:});
- if ~cost_flag1 || ~cost_flag2
- cost_flag3 = 0;
- cost_flag4 = 0;
- disp('numgrad:: I cannot use the five points formula!!')
- else
- x(i) = xiold+2*h;
- [f3,junk1,junk2,cost_flag3] = feval(fcn, x, varargin{:});
- x(i) = xiold-2*h;
- [f4,junk1,junk2,cost_flag4] = feval(fcn, x, varargin{:});
- end
- if cost_flag1 && cost_flag2 && cost_flag3 && cost_flag4% Five Points formula
- g0 = (8*(f1 - f2)+ f4-f3) / (12*h);
- if zgrad && f0