From f4508a6ca13f1e37ac4b0e3a33d6db14a9235a44 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Odysseus=29?=
<stepan@adjemian.eu>
Date: Tue, 12 Jan 2021 16:48:49 +0100
Subject: [PATCH] Revert "update jacob_element & hess_element for vector
arguments"
This reverts commit 1975e467b50d7bdf513ea8ddc5b2ef2966ef2905.
---
matlab/hess_element.m | 34 ++++++++++++++++------------------
matlab/jacob_element.m | 15 +++++++--------
2 files changed, 23 insertions(+), 26 deletions(-)
diff --git a/matlab/hess_element.m b/matlab/hess_element.m
index 069a0ea9ec..5af38ecd2a 100644
--- a/matlab/hess_element.m
+++ b/matlab/hess_element.m
@@ -1,17 +1,15 @@
-function d=hess_element(func,arg1,arg2,elem1,elem2,args)
-% function d=hess_element(func,arg1,arg2,elem1,elem2,args)
+function d=hess_element(func,element1,element2,args)
+% function d=hess_element(func,element1,element2,args)
% returns an entry of the finite differences approximation to the hessian of func
%
% INPUTS
% func [function name] string with name of the function
-% arg1 [int] the indices showing the element within the hessian that should be returned
-% arg2 [int]
-% elem1 [int] vector index 1
-% elem2 [int] vector index 2
+% element1 [int] the indices showing the element within the hessian that should be returned
+% element2 [int]
% args [cell array] arguments provided to func
%
% OUTPUTS
-% d [double] the (arg1,arg2) entry of the hessian
+% d [double] the (element1,element2) entry of the hessian
%
% SPECIAL REQUIREMENTS
% none
@@ -33,7 +31,7 @@ function d=hess_element(func,arg1,arg2,elem1,elem2,args)
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
-assert(arg1 <= length(args) && arg2 <= length(args));
+assert(element1 <= length(args) && element2 <= length(args));
func = str2func(func);
@@ -45,21 +43,21 @@ m01 = args;
p11 = args;
m11 = args;
-p10{arg1}(elem1) = p10{arg1}(elem1) + h;
-m10{arg1}(elem1) = m10{arg1}(elem1) - h;
+p10{element1} = p10{element1} + h;
+m10{element1} = m10{element1} - h;
-p11{arg1}(elem1) = p11{arg1}(elem1) + h;
-m11{arg1}(elem1) = m11{arg1}(elem1) - h;
+p11{element1} = p11{element1} + h;
+m11{element1} = m11{element1} - h;
+
+p01{element2} = p01{element2} + h;
+m01{element2} = m01{element2} - h;
-p01{arg2}(elem2) = p01{arg2}(elem2) + h;
-m01{arg2}(elem2) = m01{arg2}(elem2) - h;
-
-p11{arg2}(elem2) = p11{arg2}(elem2) + h;
-m11{arg2}(elem2) = m11{arg2}(elem2) - h;
+p11{element2} = p11{element2} + h;
+m11{element2} = m11{element2} - h;
% From Abramowitz and Stegun. Handbook of Mathematical Functions (1965)
% formulas 25.3.24 and 25.3.27 p. 884
-if arg1==arg2
+if element1==element2
d = (16*func(p10{:})...
+16*func(m10{:})...
-30*func(args{:})...
diff --git a/matlab/jacob_element.m b/matlab/jacob_element.m
index e2a04b426b..4f49cdbab9 100644
--- a/matlab/jacob_element.m
+++ b/matlab/jacob_element.m
@@ -1,15 +1,14 @@
-function d=jacob_element(func,arg,elem,args)
-% function d=jacob_element(func,arg,elem,args)
+function d=jacob_element(func,element,args)
+% function d=jacob_element(func,element,args)
% returns an entry of the finite differences approximation to the jacobian of func
%
% INPUTS
% func [function name] string with name of the function
-% arg [int] the index showing the elem within the jacobian that should be returned
-% elem [int] vector index
+% element [int] the index showing the element within the jacobian that should be returned
% args [cell array] arguments provided to func
%
% OUTPUTS
-% d [double] jacobian[elem]
+% d [double] jacobian[element]
%
% SPECIAL REQUIREMENTS
% none
@@ -31,15 +30,15 @@ function d=jacob_element(func,arg,elem,args)
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
-assert(arg <= length(args));
+assert(element <= length(args));
func = str2func(func);
h=1e-6;
margs=args;
-args{arg}(elem) = args{arg}(elem) + h;
-margs{arg}(elem) = margs{arg}(elem) - h;
+args{element} = args{element} + h;
+margs{element} = margs{element} - h;
d=(func(args{:})-func(margs{:}))/(2*h);
end
--
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