66 lines
1.7 KiB
Matlab
66 lines
1.7 KiB
Matlab
function [fval, fjac] = discreteboundaryvalue(x)
|
|
|
|
% Copyright © 2021 Dynare Team
|
|
%
|
|
% This file is part of Dynare.
|
|
%
|
|
% Dynare is free software: you can redistribute it and/or modify
|
|
% it under the terms of the GNU General Public License as published by
|
|
% the Free Software Foundation, either version 3 of the License, or
|
|
% (at your option) any later version.
|
|
%
|
|
% Dynare is distributed in the hope that it will be useful,
|
|
% but WITHOUT ANY WARRANTY; without even the implied warranty of
|
|
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
|
% GNU General Public License for more details.
|
|
%
|
|
% You should have received a copy of the GNU General Public License
|
|
% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
|
|
|
|
n = length(x);
|
|
|
|
if isnumeric(x) && isvector(x) && all(~isnan(x))
|
|
fval = zeros(n, 1);
|
|
h = 1.0/(n+1);
|
|
hh = h*h;
|
|
for k=1:n
|
|
tmp = (x(k)+k*h+1)^3;
|
|
tmp1 = 0;
|
|
if k~=1
|
|
tmp1 = x(k-1);
|
|
end
|
|
tmp2 = 0;
|
|
if k~=n
|
|
tmp2 = x(k+1);
|
|
end
|
|
fval(k) = 2*x(k)-tmp1-tmp2+tmp*hh/2;
|
|
end
|
|
if nargout>1
|
|
fjac = zeros(n);
|
|
h = 1/(n+1);
|
|
hh = h*h;
|
|
for k=1:n
|
|
tmp = 3*(x(k)+k*h+1)^2;
|
|
fjac(k,k) = 2+tmp*hh/2;
|
|
if k~=1
|
|
fjac(k,k-1) = -1;
|
|
end
|
|
if k~=n
|
|
fjac(k,k+1) = -1;
|
|
end
|
|
end
|
|
end
|
|
elseif isnumeric(x) && isvector(x) && all(isnan(x))
|
|
if nargout==1
|
|
h = 1.0/(n+1);
|
|
fval = zeros(n, 1);
|
|
for j=1:n
|
|
tj = j*h;
|
|
fval(j) = tj*(tj-1);
|
|
end
|
|
else
|
|
error('One output is required for initialization mode.')
|
|
end
|
|
else
|
|
error('Wrong input argument.')
|
|
end |