// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab // Copyright (C) INRIA // // This file must be used under the terms of the CeCILL. // This source file is licensed as described in the file COPYING, which // you should have received as part of this distribution. The terms // are also available at // http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt function %g=numdiff(%__func,%x,%dx) warnobsolete("numderivative","6.0") // given a function %__func from R^n to R^p //computes the matrix g such as // [ d f ] // [ i ] //g = [ ---- ] // ij [ d x ] // [ j ] // using finite difference methods if type(%__func)==15 then params=%__func;params(1)=null(); %__func=%__func(1) else params=list() end if type(%__func)==10 then //hard coded function given by its name error(msprintf(gettext("%s: Hard coded function not allowed, create a Scilab function using call."),"numdiff")); end %x=%x(:); %n=size(%x,"*") if argn(2)<3 then %dx=sqrt(%eps)*(1+1d-3*abs(%x)) end if size(params)==0 then %y0=%__func(%x) %g(size(%y0,1),%n)=0 for %j=1:%n %v=0*%x;%v(%j)=%dx(%j); %g(:,%j)=(-%y0+%__func(%x+%v))/%dx(%j); end else %y0=%__func(%x,params(:)) %g(size(%y0,1),%n)=0 for %j=1:%n %v=0*%x;%v(%j)=%dx(%j); %g(:,%j)=(-%y0+%__func(%x+%v,params(:)))/%dx(%j); end end endfunction