[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
correction to leasqr algo. : in dfdp.m
From: |
courtois |
Subject: |
correction to leasqr algo. : in dfdp.m |
Date: |
Fri, 12 Jan 2001 16:52:38 +0100 (CET) |
Hi
I found that using leasqr.m there is a problem when matrix x has more
columns than rows. You'll find an easy solution below. I replace length
by size(x,1) which return the number of rows and not the max (row,
cols).
BTW I found that those routines are both in matcompat and optim which is
potentially a problem.
Anyway it is great ! I use it often and love it.
Thanx to Paul and other contributors.
--------------------dfdp.m-----------------
function prt=dfdp(x,f,p,dp,func)
% numerical partial derivatives (Jacobian) df/dp for use with leasqr
% --------INPUT VARIABLES---------
% x=vec or matrix of indep var(used as arg to func) x=[x0 x1 ....]
% f=func(x,p) vector initialsed by user before each call to dfdp
% p= vec of current parameter values
% dp= fractional increment of p for numerical derivatives
% dp(j)>0 central differences calculated
% dp(j)<0 one sided differences calculated
% dp(j)=0 sets corresponding partials to zero; i.e. holds p(j) fixed
% func=string naming the function (.m) file
% e.g. to calc Jacobian for function expsum prt=dfdp(x,f,p,dp,'expsum')
%----------OUTPUT VARIABLES-------
% prt= Jacobian Matrix prt(i,j)=df(i)/dp(j)
%================================
n=length(p); %dimensions
m=size(x,1); % Used to be : m=length(x);
ps=p; prt=zeros(m,n);del=zeros(n,1); % initialise Jacobian to Zero
for j=1:n
del(j)=dp(j) .*p(j); %cal delx=fract(dp)*param value(p)
if p(j)==0
del(j)=dp(j); %if param=0 delx=fraction
end
p(j)=ps(j) + del(j);
if del(j)~=0, f1=feval(func,x,p);
if dp(j) < 0, prt(:,j)=(f1-f)./del(j);
else
p(j)=ps(j)- del(j);
prt(:,j)=(f1-feval(func,x,p))./(2 .*del(j));
end
end
p(j)=ps(j); %restore p(j)
end
return
--
Francis
=========================================================================
Dr. Francis COURTOIS I ENSIA - INRA
I 1, avenue des Olympiades
Food Process Control Lab. I 91744 MASSY Cedex
Food Engineering Department I FRANCE
-----------------------------------I Tel : (+33) (0) 1 69 93 51 29
mailto:address@hidden I Fax : (+33) (0) 1 69 93 51 85
http://ensia.inra.fr/~courtois I Cell: (+33) (0) 6 84 13 73 92
==========================================================================
-------------------------------------------------------------
Octave is freely available under the terms of the GNU GPL.
Octave's home on the web: http://www.octave.org
How to fund new projects: http://www.octave.org/funding.html
Subscription information: http://www.octave.org/archive.html
-------------------------------------------------------------
[Prev in Thread] |
Current Thread |
[Next in Thread] |
- correction to leasqr algo. : in dfdp.m,
courtois <=