</refnamediv>
<refsynopsisdiv>
<title>Calling Sequence</title>
- <synopsis>g=numdiff(fun,x [,dx])</synopsis>
+ <synopsis>g = numdiff(fun, x [,dx])</synopsis>
</refsynopsisdiv>
<refsection>
<title>Arguments</title>
<varlistentry>
<term>x</term>
<listitem>
- <para>vector, the argument of the function
- <literal>fun</literal>
+ <para>a vector, the argument of the function
+ <varname>fun</varname>.
</para>
</listitem>
</varlistentry>
<varlistentry>
<term>dx</term>
<listitem>
- <para>vector, the finite difference step. Default value is
- <literal>dx=sqrt(%eps)*(1+1d-3*abs(x))</literal>
+ <para>a vector, the finite difference step. Default value is
+ <code>dx=sqrt(%eps)*(1+1d-3*abs(x))</code>.
</para>
</listitem>
</varlistentry>
<varlistentry>
<term>g</term>
<listitem>
- <para>vector, the estimated gradient</para>
+ <para>a vector, the estimated gradient.</para>
</listitem>
</varlistentry>
</variablelist>
<refsection>
<title>Description</title>
<para>
- given a function <literal>fun(x)</literal> from
- <literal>R^n</literal> to <literal>R^p</literal> computes the matrix
- <literal>g</literal> such as
+ Given a function <code>fun(x)</code> from
+ <code>R^n</code> to <code>R^p</code> computes the matrix
+ <varname>g</varname> such as
</para>
- <programlisting role=""><![CDATA[
+ <programlisting role="no-scilab-exec"><![CDATA[
g(i,j) = (df_i)/(dx_j)
]]></programlisting>
<para>using finite difference methods.
Uses an order 1 formula.
</para>
<para>
- Without parameters, the function fun calling sequence is
- <literal>y=fun(x)</literal>, and numdiff can be called as
- <literal>g=numdiff(fun,x)</literal>. Else the function fun calling
- sequence must be <literal>y=fun(x,param_1,pararm_2,..,param_q)</literal>.
- If parameters <literal>param_1,param_2,..param_q</literal> exist then
- <literal>numdiff</literal> can be called as follow
- <literal>g=numdiff(list(fun,param_1,param_2,..param_q),x)</literal>.
+ Without parameters, the function <varname>fun</varname> calling sequence is
+ <code>y=fun(x)</code>, and <function>numdiff</function> can be called as
+ <code>g=numdiff(fun,x)</code>. Else the function <varname>fun</varname> calling
+ sequence must be <literal>y = fun(x, param_1, pararm_2, ..., param_q)</literal>.
+ If parameters <literal>param_1, param_2, ..., param_q</literal> exist then
+ <function>numdiff</function> can be called as follow
+ <literal>g=numdiff(list(fun, param_1, param_2, ..., param_q), x)</literal>.
</para>
<para>
See the
<title>Examples</title>
<programlisting role="example"><![CDATA[
// example 1 (without parameters)
-// myfun is a function from R^2 to R : (x(1),x(2)) |--> myfun(x)
+// myfun is a function from R^2 to R: (x(1),x(2)) |--> myfun(x)
function f=myfun(x)
f=x(1)*x(1)+x(1)*x(2)
endfunction
x=[5 8]
g=numdiff(myfun,x)
-// The exact gradient (i.e derivate belong x(1) :first component and derivate belong x(2): second component) is
+// The exact gradient (i.e derivate belong x(1): first component
+// and derivate belong x(2): second component) is
exact=[2*x(1)+x(2) x(1)]
//example 2 (with parameters)
-// myfun is a function from R to R: x(1) |--> myfun(x)
-// myfun contains 3 parameters, a, b, c
+// myfun is a function from R to R: x(1) |--> myfun(x)
+// myfun contains 3 parameters: a, b, c
function f=myfun(x,a,b,c)
f=(x+a)^c+b
endfunction