add numerical recipes library

lib/nr/ansi/examples/xcholsl.c

@@ -0,0 +1,65 @@
+
+/* Driver for routine cholsl */
+
+#include <stdio.h>
+#define NRANSI
+#include "nr.h"
+#include "nrutil.h"
+
+#define N 3
+
+int main(void)
+{
+	int i,j,k;
+	float sum,**a,**atest,**chol,*p,*x;
+	static float aorig[N+1][N+1]=
+		{0.0,0.0,0.0,0.0,
+		0.0,100.0,15.0,0.01,
+		0.0,15.0,2.3,0.01,
+		0.0,0.01,0.01,1.0};
+	static float b[N+1]={0.0,0.4,0.02,99.0};
+
+	a=matrix(1,N,1,N);
+	atest=matrix(1,N,1,N);
+	chol=matrix(1,N,1,N);
+	p=vector(1,N);
+	x=vector(1,N);
+	for (i=1;i<=N;i++)
+		for (j=1;j<=N;j++) a[i][j]=aorig[i][j];
+	choldc(a,N,p);
+	printf("Original matrix:\n");
+	for (i=1;i<=N;i++) {
+		for (j=1;j<=N;j++) {
+			chol[i][j]=((i > j) ? a[i][j] : (i == j ? p[i] : 0.0));
+			if (i > j) chol[i][j]=a[i][j];
+			else chol[i][j]=(i == j ? p[i] : 0.0);
+			printf("%16.6e",aorig[i][j]);
+		}
+		printf("\n");
+	}
+	printf("\n");
+	printf("Product of Cholesky factors:\n");
+	for (i=1;i<=N;i++) {
+		for (j=1;j<=N;j++) {
+			for (sum=0.0,k=1;k<=N;k++) sum += chol[i][k]*chol[j][k];
+			atest[i][j]=sum;
+			printf("%16.6e",atest[i][j]);
+		}
+		printf("\n");
+	}
+	printf("\n");
+	printf("Check solution vector:\n");
+	cholsl(a,N,p,b,x);
+	for (i=1;i<=N;i++) {
+		for (sum=0.0,j=1;j<=N;j++) sum += aorig[i][j]*x[j];
+		p[i]=sum;
+		printf("%16.6e%16.6e\n",p[i],b[i]);
+	}
+	free_vector(x,1,N);
+	free_vector(p,1,N);
+	free_matrix(chol,1,N,1,N);
+	free_matrix(atest,1,N,1,N);
+	free_matrix(a,1,N,1,N);
+	return 0;
+}
+#undef NRANSI