144 lines
8.1 KiB
HTML
144 lines
8.1 KiB
HTML
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN"
|
|
"http://www.w3.org/TR/REC-html40/loose.dtd">
|
|
<html>
|
|
<head>
|
|
<title>Description of numgrad</title>
|
|
<meta name="keywords" content="numgrad">
|
|
<meta name="description" content="function [g badg] = numgrad(fcn,xvarargin)">
|
|
<meta http-equiv="Content-Type" content="text/html; charset=iso-8859-1">
|
|
<meta name="generator" content="m2html © 2003 Guillaume Flandin">
|
|
<meta name="robots" content="index, follow">
|
|
<link type="text/css" rel="stylesheet" href="../m2html.css">
|
|
</head>
|
|
<body>
|
|
<a name="_top"></a>
|
|
<div><a href="../index.html">Home</a> > <a href="index.html">.</a> > numgrad.m</div>
|
|
|
|
<!--<table width="100%"><tr><td align="left"><a href="../index.html"><img alt="<" border="0" src="../left.png"> Master index</a></td>
|
|
<td align="right"><a href="index.html">Index for . <img alt=">" border="0" src="../right.png"></a></td></tr></table>-->
|
|
|
|
<h1>numgrad
|
|
</h1>
|
|
|
|
<h2><a name="_name"></a>PURPOSE <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
|
|
<div class="box"><strong>function [g badg] = numgrad(fcn,xvarargin)</strong></div>
|
|
|
|
<h2><a name="_synopsis"></a>SYNOPSIS <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
|
|
<div class="box"><strong>function [g, badg] = numgrad(fcn,x,varargin) </strong></div>
|
|
|
|
<h2><a name="_description"></a>DESCRIPTION <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
|
|
<div class="fragment"><pre class="comment"> function [g badg] = numgrad(fcn,xvarargin)</pre></div>
|
|
|
|
<!-- crossreference -->
|
|
<h2><a name="_cross"></a>CROSS-REFERENCE INFORMATION <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
|
|
This function calls:
|
|
<ul style="list-style-image:url(../matlabicon.gif)">
|
|
</ul>
|
|
This function is called by:
|
|
<ul style="list-style-image:url(../matlabicon.gif)">
|
|
<li><a href="csminwel.html" class="code" title="function [fh,xh,gh,H,itct,fcount,retcodeh] = csminwel(fcn,x0,H0,grad,crit,nit,varargin)">csminwel</a> [fhat,xhat,ghat,Hhat,itct,fcount,retcodehat] = csminwel(fcn,x0,H0,grad,crit,nit,varargin)</li></ul>
|
|
<!-- crossreference -->
|
|
|
|
|
|
<h2><a name="_source"></a>SOURCE CODE <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
|
|
<div class="fragment"><pre>0001 <a name="_sub0" href="#_subfunctions" class="code">function [g, badg] = numgrad(fcn,x,varargin)</a>
|
|
0002 <span class="comment">% function [g badg] = numgrad(fcn,xvarargin)</span>
|
|
0003 <span class="comment">%</span>
|
|
0004 delta = 1e-6;
|
|
0005 <span class="comment">%delta=1e-2;</span>
|
|
0006 n=length(x);
|
|
0007 tvec=delta*eye(n);
|
|
0008 g=zeros(n,1);
|
|
0009 <span class="comment">%--------------------old way to deal with variable # of P's--------------</span>
|
|
0010 <span class="comment">%tailstr = ')';</span>
|
|
0011 <span class="comment">%stailstr = [];</span>
|
|
0012 <span class="comment">%for i=nargin-2:-1:1</span>
|
|
0013 <span class="comment">% tailstr=[ ',P' num2str(i) tailstr];</span>
|
|
0014 <span class="comment">% stailstr=[' P' num2str(i) stailstr];</span>
|
|
0015 <span class="comment">%end</span>
|
|
0016 <span class="comment">%f0 = eval([fcn '(x' tailstr]); % Is there a way not to do this?</span>
|
|
0017 <span class="comment">%---------------------------------------------------------------^yes</span>
|
|
0018 f0 = eval([fcn <span class="string">'(x,varargin{:})'</span>]);
|
|
0019 <span class="comment">% disp(' first fcn in numgrad.m ------------------')</span>
|
|
0020 <span class="comment">%home</span>
|
|
0021 <span class="comment">% disp('numgrad.m is working. ----') % Jiinil on 9/5/95</span>
|
|
0022 <span class="comment">% sizex=size(x),sizetvec=size(tvec),x, % Jinill on 9/6/95</span>
|
|
0023 badg=0;
|
|
0024 <span class="keyword">for</span> i=1:n
|
|
0025 scale=1; <span class="comment">% originally 1</span>
|
|
0026 <span class="comment">% i,tveci=tvec(:,i)% ,plus=x+scale*tvec(:,i) % Jinill Kim on 9/6/95</span>
|
|
0027 <span class="keyword">if</span> size(x,1)>size(x,2)
|
|
0028 tvecv=tvec(i,:);
|
|
0029 <span class="keyword">else</span>
|
|
0030 tvecv=tvec(:,i);
|
|
0031 <span class="keyword">end</span>
|
|
0032 g0 = (eval([fcn <span class="string">'(x+scale*tvecv'', varargin{:})'</span>]) - f0) <span class="keyword">...</span>
|
|
0033 /(scale*delta);
|
|
0034 <span class="comment">% disp(' fcn in the i=1:n loop of numgrad.m ------------------')% Jinill 9/6/95</span>
|
|
0035 <span class="comment">% disp(' and i is') % Jinill</span>
|
|
0036 <span class="comment">% i % Jinill</span>
|
|
0037 <span class="comment">% fprintf('Gradient w.r.t. %3d: %10g\n',i,g0) %see below Jinill 9/6/95</span>
|
|
0038 <span class="comment">% -------------------------- special code to essentially quit here</span>
|
|
0039 <span class="comment">% absg0=abs(g0) % Jinill on 9/6/95</span>
|
|
0040 <span class="keyword">if</span> abs(g0)< 1e15
|
|
0041 g(i)=g0;
|
|
0042 <span class="comment">% disp('good gradient') % Jinill Kim</span>
|
|
0043 <span class="keyword">else</span>
|
|
0044 disp(<span class="string">'bad gradient ------------------------'</span>) <span class="comment">% Jinill Kim</span>
|
|
0045 <span class="comment">% fprintf('Gradient w.r.t. %3d: %10g\n',i,g0) %see above</span>
|
|
0046 g(i)=0;
|
|
0047 badg=1;
|
|
0048 <span class="comment">% return</span>
|
|
0049 <span class="comment">% can return here to save time if the gradient will never be</span>
|
|
0050 <span class="comment">% used when badg returns as true.</span>
|
|
0051 <span class="keyword">end</span>
|
|
0052 <span class="keyword">end</span>
|
|
0053 <span class="comment">%-------------------------------------------------------------</span>
|
|
0054 <span class="comment">% if g0 > 0</span>
|
|
0055 <span class="comment">% sided=2;</span>
|
|
0056 <span class="comment">% g1 = -(eval([fcn '(x-scale*tvec(:,i)''' tailstr]) - f0) ...</span>
|
|
0057 <span class="comment">% /(scale*delta);</span>
|
|
0058 <span class="comment">% if g1<0</span>
|
|
0059 <span class="comment">% scale = scale/10;</span>
|
|
0060 <span class="comment">% else</span>
|
|
0061 <span class="comment">% break</span>
|
|
0062 <span class="comment">% end</span>
|
|
0063 <span class="comment">% else</span>
|
|
0064 <span class="comment">% sided=1;</span>
|
|
0065 <span class="comment">% break</span>
|
|
0066 <span class="comment">% end</span>
|
|
0067 <span class="comment">% end</span>
|
|
0068 <span class="comment">% if sided==1</span>
|
|
0069 <span class="comment">% g(i)=g0;</span>
|
|
0070 <span class="comment">% else</span>
|
|
0071 <span class="comment">% if (g0<1e20)</span>
|
|
0072 <span class="comment">% if (g1>-1e20)</span>
|
|
0073 <span class="comment">% g(i)=(g0+g1)/2;</span>
|
|
0074 <span class="comment">% else</span>
|
|
0075 <span class="comment">% g(i)=0;</span>
|
|
0076 <span class="comment">% badg=1;</span>
|
|
0077 <span class="comment">% disp( ['Banging against wall, parameter ' int2str(i)] );</span>
|
|
0078 <span class="comment">% end</span>
|
|
0079 <span class="comment">% else</span>
|
|
0080 <span class="comment">% if g1>-1e20</span>
|
|
0081 <span class="comment">% if g1<0</span>
|
|
0082 <span class="comment">% g(i)=0;</span>
|
|
0083 <span class="comment">% badg=1;</span>
|
|
0084 <span class="comment">% disp( ['Banging against wall, parameter ' int2str(i)] );</span>
|
|
0085 <span class="comment">% else</span>
|
|
0086 <span class="comment">% g(i)=g1;</span>
|
|
0087 <span class="comment">% end</span>
|
|
0088 <span class="comment">% else</span>
|
|
0089 <span class="comment">% g(i)=0;</span>
|
|
0090 <span class="comment">% badg=1;</span>
|
|
0091 <span class="comment">% disp(['Valley around parameter ' int2str(i)])</span>
|
|
0092 <span class="comment">% end</span>
|
|
0093 <span class="comment">% end</span>
|
|
0094 <span class="comment">% end</span>
|
|
0095 <span class="comment">%end</span>
|
|
0096 <span class="comment">%save g.dat g x f0</span>
|
|
0097 <span class="comment">%eval(['save g g x f0 ' stailstr]);</span>
|
|
0098</pre></div>
|
|
<hr><address>Generated on Fri 16-Jun-2006 09:09:06 by <strong><a href="http://www.artefact.tk/software/matlab/m2html/">m2html</a></strong> © 2003</address>
|
|
</body>
|
|
</html> |