man, 22 03 2010 kl. 10:21 +0100, skrev Michael Creel:
> Besides this, I also added checks for ensuring that the
> function
> actually returns 'double's.
>
> There are quite a few such checks. Don't you think that just the first
> would be sufficient? If the function returns a double at x, it will
> pretty much for sure return a double at x plus or minus a small delta.
> Maybe a check at the end, making sure that 'derivative' is a matrix of
> doubles would be ok.
In 99.9% of the cases it will be just fine to only check once. The
potential problem is due bad user functions, such as
function retval = myhessian (x)
if (x > 0)
retval = 1;
else
retval = [0, 1];
endfunction
In such silly cases I guess you need the error checks. Perhaps it can be
done more efficiently than what I did, though.
BTW. why is this function implemented in C++? Does it provide superior
speed compared to an m-file implementation?
Søren
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