56 lines
1.6 KiB
Matlab
56 lines
1.6 KiB
Matlab
function [fval, fjac] = wood(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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C3 = 200;
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C4 = 20.2;
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C5 = 19.8;
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C6 = 180.0;
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if nargin==1
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fval = zeros(4, 1);
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tmp1 = x(2)-x(1)*x(1);
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tmp2 = x(4)-x(3)*x(3);
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fval(1) = -C3*x(1)*tmp1-(1-x(1));
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fval(2) = C3*tmp1+C4*(x(2)-1.0)+C5*(x(4)-1);
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fval(3) = -C6*x(3)*tmp2-(1-x(3));
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fval(4) = C6*tmp2+C4*(x(4)-1)+C5*(x(2)-1);
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if nargout>1
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fjac = zeros(4);
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tmp1 = x(2)-3*x(1)*x(1);
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tmp2 = x(4)-3*x(3)*x(3);
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fjac(1,1) = -C3*tmp1+1;
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fjac(1,2) = -C3*x(1);
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fjac(2,1) = -2*C3*x(1);
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fjac(2,2) = C3+C4;
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fjac(2,4) = C5;
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fjac(3,3) = -C6*tmp2+1;
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fjac(3,4) = -C6*x(3);
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fjac(4,2) = C5;
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fjac(4,3) = -2*C6*x(3);
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fjac(4,4) = C6+C4;
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end
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elseif ~nargin
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if nargout==1
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fval = [-3; -1; -3; -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 number of input arguments.')
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end |