function [fval, fjac] = chebyquad(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); if isnumeric(x) && isvector(x) && all(~isnan(x)) fval = zeros(n, 1); for j=1:n tmp1 = 1; tmp2 = 2*x(j)-1; tmp = 2*tmp2; for i=1:n fval(i) = fval(i)+tmp2; ti = tmp*tmp2-tmp1; tmp1 = tmp2; tmp2 = ti; end end tk = 1.0/n; iev = -1; for k=1:n fval(k) = fval(k)*tk; if iev>0 fval(k) = fval(k)+1/(k^2-1); end iev = -iev; end if nargout>1 fjac = zeros(n); tk = 1.0/n; for j=1:n tmp1 = 1; tmp2 = 2*x(j)-1; tmp = 2*tmp2; tmp3 = 0; tmp4 = 2; for k=1:n fjac(k,j) = tk*tmp4; ti = 4*tmp2+tmp*tmp4-tmp3; tmp3 = tmp4; tmp4 = ti; ti = tmp*tmp2-tmp1; tmp1 = tmp2; tmp2 = ti; end end end elseif isnumeric(x) && isvector(x) && all(isnan(x)) if nargout==1 h = 1.0/(n+1); fval = zeros(length(x), 1); for j=1:n fval(j) = j*h; end else error('One output is required for initialization mode.') end else error('Wrong input argument.') end