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glue for restricted Newton steps 

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@940 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
ratto 2006-09-28 10:47:53 +00:00
parent b1a1ae0ada
commit f61a7c75db
1 changed files with 3 additions and 1 deletions
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4
matlab/mr_gstep.m
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@ -1,4 +1,4 @@
function [f0, x] = mr_gstep(func0,x,htol0,varargin)
function [f0, x, ig] = mr_gstep(func0,x,htol0,varargin)
% Copyright (C) 2005 Marco Ratto
%
% function [f0, x] = mr_gstep(func0,x,htol0,varargin)
@ -28,6 +28,7 @@ f1=zeros(size(f0,1),n);
f_1=f1;
%for i=1:n,
i=0;
ig=zeros(n,1);
while i<n,
i=i+1;
h10=h1(i);
@ -119,6 +120,7 @@ while i<n,
if gg(i)*(hh(i)*gg(i))/2 > htol,
[f0 x fc retcode] = csminit(func0,x,f0,gg,0,diag(hh),varargin{:});
ig(i)=1;
end
xh1=x;
end