fdjac__.m

% Copyright (C) 2008, 2009 Jaroslav Hajek
%
% This file is part of Octave.
%
% Octave 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.
%
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% 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.
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% You should have received a copy of the GNU General Public License
% along with Octave; see the file COPYING.  If not, see
% <http://www.gnu.org/licenses/>.

% -*- texinfo -*-
% @deftypefn{Function File} {} __fdjac__ (@var{fcn}, @var{x}, @var{fvec}, @var{err})
% Undocumented internal function.
% @end deftypefn

% function fjac = fdjac__ (fcn, x, fvec, cdif, err = 0)
function fjac = fdjac__ (fcn, x, fvec, cdif, err)
    err = 0;
  if (cdif)
    err = (max (eps, err)) ^ (1/3);
    h = max (abs (x), 1)*err; % FIXME? (NOT MINE)
    fjac = zeros (length (fvec), numel (x));
    for i = 1:numel (x)
      x1 = x;
      x2 = x;
      x1(i) = x1(i) + h(i);
      x2(i) = x2(i) - h(i);

%      fjac(:,i) = (fcn (x1)(:) - fcn (x2)(:)) / (x1(i) - x2(i));
      fcnx1 = fcn (x1);
      fcnx2 = fcn (x2);
      fjac(:,i) = (fcnx1(:) - fcnx2(:)) / (x1(i) - x2(i));

    end
  else
    err = sqrt (max (eps, err));
    h = max (abs (x), 1)*err; % FIXME? (NOT MINE)
    fjac = zeros (length (fvec), numel (x));
    for i = 1:numel (x)
      x1 = x;
      x1(i) = x1(i) + h(i);
%      fjac(:,i) = (fcn (x1)(:) - fvec) / (x1(i) - x(i));
      fcnx1 = fcn (x1);
      fjac(:,i) = (fcnx1(:) - fvec) / (x1(i) - x(i));
    end
  end
end