34 lines
723 B
Scilab
34 lines
723 B
Scilab
function [jacobia_]=jacob_a(func,z,varargin)
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// Copyright (C) 2001 Michel Juillard
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//
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// symmetric formula to compute the Jacobian
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//
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global d1_
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nargin = length(varargin);
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if nargin > 2 then
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d1_ = evstr(func+'(z,varargin)');
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else
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d1_ = evstr(func+'(z)');
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end
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nz = size(z,1);
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jacobia_ = zeros(size(d1_,1),nz);
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dh = max(abs(z),gstep_*ones(nz,1))*(%eps^(1/3));
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xdh1 = z;
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xdh2 = z;
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for j = 1:nz
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xdh1(j) = z(j)-dh(j);
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xdh2(j) = z(j)+dh(j);
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h = xdh2(j)-xdh1(j);
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if nargin > 2 then
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jacobia_(:,j) = (evstr(func+'(xdh2,varargin)')-evstr(func+'(xdh1,varargin)'))/h;
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else
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jacobia_(:,j) = (evstr(func+'(xdh2)')-evstr(func+'(xdh1)'))/h;
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end
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xdh1(j) = z(j);
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xdh2(j) = z(j);
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end
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// 10/21/02 MJ creation
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