/usr/share/octave/packages/3.2/optim-1.0.17/private/__dfdp__.m is in octave-optim 1.0.17-1.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 | %% Copyright (C) 1992-1994 Richard Shrager
%% Copyright (C) 1992-1994 Arthur Jutan
%% Copyright (C) 1992-1994 Ray Muzic
%% Copyright (C) 2010, 2011 Olaf Till <olaf.till@uni-jena.de>
%%
%% This program 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 2 of the License, or
%% (at your option) any later version.
%%
%% This program 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 this program; If not, see <http://www.gnu.org/licenses/>.
function prt = __dfdp__ (p, func, hook)
%% Meant to be called by interfaces 'dfxpdp.m' and 'dfpdp.m', see there.
if (nargin > 2 && isfield (hook, 'f'))
f = hook.f;
else
f = func (p);
f = f(:);
end
m = length (f);
n = length (p);
if (nargin > 2)
if (isfield (hook, 'fixed'))
fixed = hook.fixed;
else
fixed = false (n, 1);
end
if (isfield (hook, 'diffp'))
diffp = hook.diffp;
else
diffp = .001 * ones (n, 1);
end
if (isfield (hook, 'diff_onesided'))
diff_onesided = hook.diff_onesided;
else
diff_onesided = false (n, 1);
end
if (isfield (hook, 'lbound'))
lbound = hook.lbound;
else
lbound = - Inf (n, 1);
end
if (isfield (hook, 'ubound'))
ubound = hook.ubound;
else
ubound = Inf (n, 1);
end
if (isfield (hook, 'plabels'))
plabels = hook.plabels;
else
plabels = num2cell (num2cell ((1:n).'));
end
else
fixed = false (n, 1);
diff_onesided = fixed;
diffp = .001 * ones (n, 1);
lbound = - Inf (n, 1);
ubound = Inf (n, 1);
plabels = num2cell (num2cell ((1:n).'));
end
prt = zeros (m, n); % initialise Jacobian to Zero
del = diffp .* p;
idxa = p == 0;
del(idxa) = diffp(idxa);
del(diff_onesided) = - del(diff_onesided); % keep course of
% optimization of previous versions
absdel = abs (del);
idxd = ~(diff_onesided | fixed); % double sided interval
p1 = zeros (n, 1);
p2 = p1;
idxvs = false (n, 1);
idx1g2w = idxvs;
idx1le2w = idxvs;
%% p may be slightly out of bounds due to inaccuracy, or exactly at
%% the bound -> single sided interval
idxvl = p <= lbound;
idxvg = p >= ubound;
p1(idxvl) = min (p(idxvl, 1) + absdel(idxvl, 1), ubound(idxvl, 1));
idxd(idxvl) = false;
p1(idxvg) = max (p(idxvg, 1) - absdel(idxvg, 1), lbound(idxvg, 1));
idxd(idxvg) = false;
idxs = ~(fixed | idxd); % single sided interval
idxnv = ~(idxvl | idxvg); % current paramters within bounds
idxnvs = idxs & idxnv; % within bounds, single sided interval
idxnvd = idxd & idxnv; % within bounds, double sided interval
%% remaining single sided intervals
p1(idxnvs) = p(idxnvs) + del(idxnvs); % don't take absdel, this could
% change course of optimization without
% bounds with respect to previous
% versions
%% remaining single sided intervals, violating a bound -> take largest
%% possible direction of single sided interval
idxvs(idxnvs) = p1(idxnvs, 1) < lbound(idxnvs, 1) | ...
p1(idxnvs, 1) > ubound(idxnvs, 1);
del1 = p(idxvs, 1) - lbound(idxvs, 1);
del2 = ubound(idxvs, 1) - p(idxvs, 1);
idx1g2 = del1 > del2;
idx1g2w(idxvs) = idx1g2;
idx1le2w(idxvs) = ~idx1g2;
p1(idx1g2w) = max (p(idx1g2w, 1) - absdel(idx1g2w, 1), ...
lbound(idx1g2w, 1));
p1(idx1le2w) = min (p(idx1le2w, 1) + absdel(idx1le2w, 1), ...
ubound(idx1le2w, 1));
%% double sided interval
p1(idxnvd) = min (p(idxnvd, 1) + absdel(idxnvd, 1), ...
ubound(idxnvd, 1));
p2(idxnvd) = max (p(idxnvd, 1) - absdel(idxnvd, 1), ...
lbound(idxnvd, 1));
del(idxs) = p1(idxs) - p(idxs);
del(idxd) = p1(idxd) - p2(idxd);
info.f = f;
info.parallel = false;
for j = 1:n
if (~fixed(j))
info.plabels = plabels(j, :);
ps = p;
ps(j) = p1(j);
if (idxs(j))
info.side = 0; % onesided interval
tp1 = func (ps, info);
prt(:, j) = (tp1(:) - f) / del(j);
else
info.side = 1; % centered interval, side 1
tp1 = func (ps, info);
ps(j) = p2(j);
info.side = 2; % centered interval, side 2
tp2 = func (ps, info);
prt(:, j) = (tp1(:) - tp2(:)) / del(j);
end
end
end
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