add numerical recipes library

lib/nr/ansi/examples/xdfpmin.c

@@ -0,0 +1,55 @@
+
+/* Driver for routine dfpmin */
+
+#include <stdio.h>
+#define NRANSI
+#include "nr.h"
+#include "nrutil.h"
+
+static int nfunc,ndfunc;
+
+float func(float x[])
+{
+	float x1p2sqr=SQR(2.0+x[1]);
+
+	nfunc++;
+	return 10.0*
+		SQR(SQR(x[2])*(3.0-x[1])-SQR(x[1])*(3.0+x[1]))+
+		x1p2sqr/(1.0+x1p2sqr);
+}
+
+void dfunc(float x[],float df[])
+{
+	float x1sqr=SQR(x[1]),x2sqr=SQR(x[2]),x1p2=x[1]+2.0;
+	float x1p2sqr=SQR(x1p2);
+
+	ndfunc++;
+	df[1]=20.0*(x2sqr*(3.0-x[1])-x1sqr*(3.0+x[1]))*(-x2sqr-6.0*x[1]-3.0*x1sqr)+
+		2.0*x1p2/(1.0+x1p2sqr)-2.0*x1p2*x1p2sqr/SQR((1.0+x1p2sqr));
+	df[2]=40.0*(x2sqr*(3.0-x[1])-x1sqr*(3.0+x[1]))*x[2]*(3.0-x[1]);
+}
+
+#define NDIM 2
+#define GTOL 1.0e-4
+
+int main(void)
+{
+	int iter;
+	float *p,fret;
+
+	p=vector(1,NDIM);
+	printf("True minimum is at (-2.0,+-0.89442719)\n");
+	nfunc=ndfunc=0;
+	p[1]=0.1;
+	p[2]=4.2;
+	printf("Starting vector: (%7.4f,%7.4f)\n",p[1],p[2]);
+	dfpmin(p,NDIM,GTOL,&iter,&fret,func,dfunc);
+	printf("Iterations: %3d\n",iter);
+	printf("Func. evals: %3d\n",nfunc);
+	printf("Deriv. evals: %3d\n",ndfunc);
+	printf("Solution vector: (%9.6f,%9.6f)\n",p[1],p[2]);
+	printf("Func. value at solution %14.6g\n",fret);
+	free_vector(p,1,NDIM);
+	return 0;
+}
+#undef NRANSI