dynare/matlab/jacob_element.m

45 lines
1.4 KiB
Matlab

function d=jacob_element(func,element,args)
% function d=jacob_element(func,element,args)
% returns an entry of the finite differences approximation to the jacobian of func
%
% INPUTS
% func [function name] string with name of the function
% element [int] the index showing the element within the jacobian that should be returned
% args [cell array] arguments provided to func
%
% OUTPUTS
% d [double] jacobian[element]
%
% SPECIAL REQUIREMENTS
% none
% Copyright © 2010-2020 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 <https://www.gnu.org/licenses/>.
assert(element <= length(args));
func = str2func(func);
h=1e-6;
margs=args;
args{element} = args{element} + h;
margs{element} = margs{element} - h;
d=(func(args{:})-func(margs{:}))/(2*h);
end