76 lines
2.0 KiB
Matlab
76 lines
2.0 KiB
Matlab
function [fval, fjac] = chebyquad(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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for j=1:n
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tmp1 = 1;
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tmp2 = 2*x(j)-1;
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tmp = 2*tmp2;
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for i=1:n
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fval(i) = fval(i)+tmp2;
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ti = tmp*tmp2-tmp1;
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tmp1 = tmp2;
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tmp2 = ti;
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end
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end
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tk = 1.0/n;
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iev = -1;
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for k=1:n
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fval(k) = fval(k)*tk;
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if iev>0
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fval(k) = fval(k)+1/(k^2-1);
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end
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iev = -iev;
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end
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if nargout>1
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fjac = zeros(n);
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tk = 1.0/n;
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for j=1:n
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tmp1 = 1;
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tmp2 = 2*x(j)-1;
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tmp = 2*tmp2;
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tmp3 = 0;
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tmp4 = 2;
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for k=1:n
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fjac(k,j) = tk*tmp4;
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ti = 4*tmp2+tmp*tmp4-tmp3;
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tmp3 = tmp4;
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tmp4 = ti;
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ti = tmp*tmp2-tmp1;
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tmp1 = tmp2;
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tmp2 = ti;
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end
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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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h = 1.0/(n+1);
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fval = zeros(length(x), 1);
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for j=1:n
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fval(j) = j*h;
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end
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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 |