function fjac = fjaco(f,x,varargin) % FJACO Computes two-sided finite difference Jacobian % USAGE % fjac = fjaco(f,x,P1,P2,...) % INPUTS % f : name of function of form fval = f(x) % x : evaluation point % P1,P2,... : additional arguments for f (optional) % OUTPUT % fjac : finite difference Jacobian % % Copyright (C) 2010-2017 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 . ff=feval(f,x,varargin{:}); tol = eps.^(1/3); h = tol.*max(abs(x),1); xh1=x+h; xh0=x-h; h=xh1-xh0; fjac = NaN(length(ff),length(x)); for j=1:length(x) xx = x; xx(j) = xh1(j); f1=feval(f,xx,varargin{:}); xx(j) = xh0(j); f0=feval(f,xx,varargin{:}); fjac(:,j) = (f1-f0)/h(j); end feval(f,x,varargin{:});