66 lines
1.7 KiB
Matlab
66 lines
1.7 KiB
Matlab
function [fval, fjac] = brown(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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n = length(x);
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if isnumeric(x) && isvector(x) && all(~isnan(x))
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fval = zeros(n, 1);
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sum = -(n+1);
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prod = 1;
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for j=1:n
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sum = sum+x(j);
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prod = prod*x(j);
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end
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for k=1:n-1
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fval(k) = x(k)+sum;
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end
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fval(n) = prod-1;
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if nargout>1
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fjac = zeros(n);
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prod = 1;
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for j=1:n
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prod = prod*x(j);
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for k=1:n
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fjac(k,j) = 1;
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end
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fjac(j,j) = 2;
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end
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for j=1:n
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tmp = x(j);
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if abs(tmp)<eps()
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tmp = 1;
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prod = 1;
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for k=1:n
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if k~=j
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prod = prod*x(k);
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end
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end
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end
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fjac(n,j) = prod/tmp;
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end
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end
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elseif isnumeric(x) && isvector(x) && all(isnan(x))
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if nargout==1
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fval = 0.5*ones(length(x), 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 input argument.')
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end |