function [g, badg] = numgrad3(fcn,x,varargin) % Computes the gradient of the objective function fcn using a three point % formula if possible. % % Adapted from Sims' numgrad routine. % % part of DYNARE, copyright Dynare Team (2008) % Gnu Public License. delta = 1e-6; n=length(x); tvec=delta*eye(n); g=zeros(n,1); [f0,cost_flag] = feval(fcn, x, varargin{:}); badg=0; goog=1; scale=1; for i=1:n if size(x,1)>size(x,2) tvecv=tvec(i,:); else tvecv=tvec(:,i); end [f1,cost_flag1] = feval(fcn, x+scale*transpose(tvecv), varargin{:}); [f2,cost_flag2] = feval(fcn, x-scale*transpose(tvecv), varargin{:}); if cost_flag1 && cost_flag2 g0 = (f1 - f2) / (2*scale*delta); elseif cost_flag1==1 && cost_flag2==0 g0 = (f1-f0) / (scale*delta); elseif cost_flag1==0 && cost_flag2==1 g0 = (f0-f2) / (scale*delta); else goog=0; end if goog && abs(g0)< 1e15 g(i)=g0; else disp('bad gradient ------------------------') g(i)=0; badg=1; end end