/usr/share/octave/packages/optim-1.3.0/dfxpdp.m is in octave-optim 1.3.0-1.
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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 | ## Copyright (C) 2010-2013 Olaf Till <i7tiol@t-online.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 3 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 jac = dfxpdp (x, p, func[, hook])
##
## Returns Jacobian of func (p, x) with respect to p with finite
## differencing. The optional argument hook is a structure which can
## contain the following fields at the moment:
##
## hook.f: value of func(p, x) for p and x as given in the arguments
##
## hook.diffp: positive vector of fractional steps from given p in
## finite differencing (actual steps may be smaller if bounds are
## given). The default is .001 * ones (size (p));
##
## hook.diff_onesided: logical vector, indexing elements of p for
## which only one-sided differences should be computed (faster); even
## if not one-sided, differences might not be exactly central if
## bounds are given. The default is false (size (p)).
##
## hook.fixed: logical vector, indexing elements of p for which zero
## should be returned instead of the guessed partial derivatives
## (useful in optimization if some parameters are not optimized, but
## are 'fixed').
##
## hook.lbound, hook.ubound: vectors of lower and upper parameter
## bounds (or -Inf or +Inf, respectively) to be respected in finite
## differencing. The consistency of bounds is not checked.
function ret = dfxpdp (varargin)
## This is an interface to __dfdp__.m.
if (ischar (varargin{3}))
varargin{3} = @ (p) str2func (varargin{3}) ...
(p, varargin{1});
else
varargin{3} = @ (p) varargin{3} (p, varargin{1});
endif
ret = __dfdp__ (varargin{2:end});
endfunction
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