Matrix Elements VB-800 Uživatelský manuál stáhnout pdf (Strana 17)

A1.4 Calling Ox-coded functions from C 9

static OxVALUE *s_pvOxFunc; /* Ox code function to call */

static int myFunc(int cP, VECTOR vP, double *pdFunc,

VECTOR vScore, MATRIX mHess)

{

OxVALUE rtn, arg, *prtn, *parg;

prtn = &rtn; parg = &arg;

OxSetMatPtr(parg, 0, &vP, 1, cP);

if (!FOxCallBack(s_pvOxFunc, prtn, parg, 1))

return 1;

OxLibCheckType(OX_DOUBLE, prtn, 0, 0);

*pdFunc = OxDbl(prtn, 0);

return 0;

}

void OXCALL FnNumDer(OxVALUE *rtn, OxVALUE *pv, int cArg)

{

int c;

OxLibCheckType(OX_FUNCTION, pv, 0, 0);

s_pvOxFunc = pv; /* function pointer */

OxLibCheckType(OX_MATRIX, pv, 1, 1);

c = OxMatc(pv, 1);

OxLibCheckMatrixSize(pv, 1, 1, 1, c);

OxLibValMatMalloc(rtn, 1, c);

if (!FNum1Derivative(

myFunc, c, OxMat(pv, 1)[0], OxMat(rtn, 0)[0]))

{

OxFreeByValue(rtn);

OxZero(rtn, 0);

}

.......................................................................................

First we discuss FnNumDer which performs the actual numerical differentiation by call-

ing FNum1Derivative:

• Argument 0 in pv must be a function, argument 1 a matrix, from which we only

use the ﬁrst row (expected to hold the parameter values at which to differentiate).

The function argument is stored in the global variable s

pvOxFunc, so that it can

be used later.

• OxLibCheckMatrixSize checks whether the matrix is 1×c (since the c value is

taken from that matrix, only the number of rows is checked).

• Finally, the C function FNum1Derivative is called to compute the numerical

derivative of myFunc. When successful, it will leave the result in the ﬁrst row of

the matrix in rtn (for which we have already allocated the space).

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Matrix Elements VB-800 Uživatelský manuál Strana 17