/usr/share/octave/packages/optim-1.4.1/private/__dfdp__.m is in octave-optim 1.4.1-2.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
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## Copyright (C) 1992-1994 Arthur Jutan
## Copyright (C) 1992-1994 Ray Muzic
## 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 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(:);
endif
m = length (f);
n = length (p);
if (nargin > 2)
if (isfield (hook, "fixed"))
fixed = hook.fixed;
else
fixed = false (n, 1);
endif
if (isfield (hook, "diffp"))
diffp = hook.diffp;
else
diffp = .001 * ones (n, 1);
endif
if (isfield (hook, "diff_onesided"))
diff_onesided = hook.diff_onesided;
else
diff_onesided = false (n, 1);
endif
if (isfield (hook, "lbound"))
lbound = hook.lbound;
else
lbound = - Inf (n, 1);
endif
if (isfield (hook, "ubound"))
ubound = hook.ubound;
else
ubound = Inf (n, 1);
endif
if (isfield (hook, "plabels"))
plabels = hook.plabels;
else
plabels = num2cell (num2cell ((1:n).'));
endif
if (isfield (hook, "parallel_local"))
parallel_local = hook.parallel_local;
else
parallel_local = false;
endif
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).'));
parallel_local = false;
endif
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 = parallel_local;
if (parallel_local)
## symplicistic approach, fork for each computation and leave all
## scheduling to kernel; otherwise arguments would have to be passed
## over pipes, not sure whether this would be faster
n_ss = sum (idxs);
n_ds = sum (idxd);
n_childs = n_ss + 2 * n_ds;
child_data = zeros (n_childs, 5); # pipe desriptor for reading, pid,
# side (zero for one-sided), line
# number, parameter number
child_data(:, 4) = 1 : n_childs;
active_childs = true (n_childs, 1);
tp_ss = zeros (m, n); # results for single sided
tp_ds = zeros (m, n, 2); # results for double sided
unwind_protect
ready = false;
lerrm = lasterr ();
lasterr ("");
cid = 0;
for j = 1:n
if (! fixed(j))
cid++;
child_data(cid, 5) = j;
info.plabels = plabels(j, :);
ps = p;
ps(j) = p1(j);
[pd1, pd2, err, msg] = pipe ();
if (err)
error ("could not create pipe: %s", msg);
endif
child_data(cid, 1) = pd1;
if (idxs(j))
info.side = 0; # onesided interval
if ((pid = fork ()) == 0)
## child
pclose (pd1);
unwind_protect
tp = func (ps, info);
__bw_psend__ (pd2, tp);
unwind_protect_cleanup
pclose (pd2);
__internal_exit__ ();
end_unwind_protect
## end child
elseif (pid > 0)
child_data(cid, 2) = pid;
## child_data(cid, 3) is already 0
pclose (pd2);
else
## fork error
error ("could not fork");
endif
else
info.side = 1; # centered interval, side 1
if ((pid = fork ()) == 0)
## child
pclose (pd1);
unwind_protect
tp = func (ps, info);
__bw_psend__ (pd2, tp);
unwind_protect_cleanup
pclose (pd2);
__internal_exit__ ();
end_unwind_protect
## end child
elseif (pid > 0)
child_data(cid, 2) = pid;
child_data(cid, 3) = 1;
pclose (pd2);
else
## fork error
error ("could not fork");
endif
cid++;
child_data(cid, 5) = j;
ps(j) = p2(j);
info.side = 2; # centered interval, side 2
[pd1, pd2, err, msg] = pipe ();
if (err)
error ("could not create pipe: %s", msg);
endif
child_data(cid, 1) = pd1;
if ((pid = fork ()) == 0)
## child
pclose (pd1);
unwind_protect
tp = func (ps, info);
__bw_psend__ (pd2, tp);
unwind_protect_cleanup
pclose (pd2);
__internal_exit__ ();
end_unwind_protect
## end child
elseif (pid > 0)
child_data(cid, 2) = pid;
child_data(cid, 3) = 2;
pclose (pd2);
else
## fork error
error ("could not fork");
endif
endif
endif # (! fixed(j))
endfor
while (any (active_childs))
[~, act] = select (child_data(active_childs, 1), [], [], -1);
act_idx = child_data(active_childs, 4)(act);
for id = act_idx.'
res = __bw_prcv__ (child_data(id, 1));
if (isnumeric (res))
error ("child closed pipe without sending");
endif
res = res.psend_var;
pclose (child_data(id, 1));
child_data(id, 1) = 0;
waitpid (child_data(id, 2));
child_data(id, 2) = 0;
active_childs(id) = false;
if (child_data(id, 3)) # double sided
tp_ds(:, child_data(id, 5), child_data(id, 3)) = res;
else # single sided
tp_ss(:, child_data(id, 5)) = res;
endif
endfor
endwhile
ready = true; # try/catch would not handle ctrl-c
unwind_protect_cleanup
if (! ready)
for (id = 1 : n_childs)
if (child_data(id, 1))
pclose (child_data(id, 1));
endif
if (child_data(id, 2))
kill (child_data(id, 2), 9);
waitpid (child_data(id, 2));
endif
endfor
nerrm = lasterr ();
error ("no success, last error message: %s", nerrm);
endif
lasterr (lerrm);
end_unwind_protect
prt(:, idxs) = (tp_ss(:, idxs) - f(:, ones (1, n_ss))) ./ ...
del(idxs).'(ones (1, m), :);
prt(:, idxd) = (tp_ds(:, idxd, 1) - tp_ds(:, idxd, 2)) ./ ...
del(idxd).'(ones (1, m), :);
else # not parallel
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);
endif
endif
endfor
endif
endfunction
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