calculate_derivative.m

Go to the documentation of this file.

function U_der = calculate_derivative(model, model_data)
%function U_der = calculate_derivative(model, model_data)
%Function calculates the derivative of the function U using detailed
%simulation.
%
% This function is meant for verification of the calculation of the
% derivative using reduced simulations.
%
% Markus Dihlmann 25.06.2010
%


mu0 = get_mu(model);
U_der = zeros(size(model_data.W,1),model.nt+1,length(get_mu_to_optimize(model)));
i=0;
h_range = 100; % for constructing the difference quotient: how small is the variaton of the parameter 

        sim_data = detailed_simulation(model, model_data);
        U0 = sim_data.U;
        
        for k=1:length(mu0)
            h = (model.mu_ranges{k}(2)-model.mu_ranges{k}(1))/h_range;  % ranges must be intervals
            if model.optimization.params_to_optimize(k) == 1
                i=i+1;
                if model.mu_ranges{k}(2)-mu0(k) >= h     % is it possible to get the righthanded difference quotient?
                    mu0(k) = mu0(k)+h;
                    model = set_mu(model,mu0);
                    sim_data = detailed_simulation(model, model_data);           %value of the functional after changing one parameter
                    U_der(:,:,i) = (1/h) * (sim_data.U-U0);
                    mu0(k) = mu0(k)-h;
                    model = set_mu(model,mu0);
                else
                    mu0(k) = mu0(k)-h;
                    model = set_mu(model,mu0);
                    sim_data = detailed_simulation(model, model_data);           %value of the functional after changing one parameter
                    U_der(:,:,i) = (1/h) * (-sim_data.U+U0);
                    mu0(k) = mu0(k)+h;
                    model = set_mu(model,mu0);
                end
                
            end
        end