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 . 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