47 lines
1.4 KiB
Matlab
47 lines
1.4 KiB
Matlab
function [fval, fjac] = powell1(x)
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% Copyright © 2021 Dynare Team
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%
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% This file is part of Dynare.
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%
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% Dynare is free software: you can redistribute it and/or modify
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% it under the terms of the GNU General Public License as published by
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% the Free Software Foundation, either version 3 of the License, or
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% (at your option) any later version.
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%
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% Dynare is distributed in the hope that it will be useful,
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% but WITHOUT ANY WARRANTY; without even the implied warranty of
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% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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% GNU General Public License for more details.
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%
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% You should have received a copy of the GNU General Public License
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% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
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if nargin==1
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fval = zeros(4, 1);
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fval(1) = x(1)+10*x(2);
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fval(2) = sqrt(5)*(x(3)-x(4));
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tmp = x(2)-2*x(3);
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fval(3) = tmp*tmp;
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tmp = x(1)-x(4);
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fval(4) = sqrt(10)*tmp*tmp;
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if nargout>1
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fjac = zeros(4);
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fjac(1,1) = 1;
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fjac(1,2) = 10;
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fjac(2,3) = sqrt(5);
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fjac(2,4) = -fjac(2,3);
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fjac(3,2) = 2*(x(2)-2*x(3));
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fjac(3,3) = -2*fjac(3,2);
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fjac(4,1) = 2*sqrt(10)*(x(1)-x(4));
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fjac(4,4) = -fjac(4,1);
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end
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elseif ~nargin
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if nargout==1
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fval = [3; -1; 0; 1];
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else
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error('One output is required for initialization mode.')
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end
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else
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error('Wrong number of input arguments.')
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end |