add numerical recipes library

lib/nr/ansi/examples/xgauleg.c

@@ -0,0 +1,43 @@
+
+/* Driver for routine gauleg */
+
+#include <stdio.h>
+#include <math.h>
+#define NRANSI
+#include "nr.h"
+#include "nrutil.h"
+
+#define NPOINT 10
+#define X1 0.0
+#define X2 1.0
+#define X3 10.0
+
+float func(float x)
+{
+	return x*exp(-x);
+}
+
+int main(void)
+{
+	int i;
+	float xx=0.0;
+	float *x,*w;
+
+	x=vector(1,NPOINT);
+	w=vector(1,NPOINT);
+	gauleg(X1,X2,x,w,NPOINT);
+	printf("\n%2s %10s %12s\n","#","x[i]","w[i]");
+	for (i=1;i<=NPOINT;i++)
+		printf("%2d %12.6f %12.6f\n",i,x[i],w[i]);
+	/* Demonstrate the use of gauleg for integration */
+	gauleg(X1,X3,x,w,NPOINT);
+	for (i=1;i<=NPOINT;i++)
+		xx += (w[i]*func(x[i]));
+	printf("\nIntegral from GAULEG: %12.6f\n",xx);
+	printf("Actual value: %12.6f\n",
+		(1.0+X1)*exp(-X1)-(1.0+X3)*exp(-X3));
+	free_vector(w,1,NPOINT);
+	free_vector(x,1,NPOINT);
+	return 0;
+}
+#undef NRANSI