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