add numerical recipes library

lib/nr/ansi/examples/xlfit.c

@@ -0,0 +1,80 @@
+
+/* Driver for routine lfit */
+
+#include <stdio.h>
+#include <math.h>
+#define NRANSI
+#include "nr.h"
+#include "nrutil.h"
+
+#define NPT 100
+#define SPREAD 0.1
+#define NTERM 5
+
+void funcs(float x,float afunc[],int ma)
+{
+	int i;
+
+	afunc[1]=1.0;
+	afunc[2]=x;
+	for (i=3;i<=ma;i++) afunc[i]=sin(i*x);
+}
+
+int main(void)
+{
+	long idum=(-911);
+	int i,j,*ia;
+	float chisq,*a,*x,*y,*sig,**covar;
+
+	ia=ivector(1,NTERM);
+	a=vector(1,NTERM);
+	x=vector(1,NPT);
+	y=vector(1,NPT);
+	sig=vector(1,NPT);
+	covar=matrix(1,NTERM,1,NTERM);
+
+	for (i=1;i<=NPT;i++) {
+		x[i]=0.1*i;
+		funcs(x[i],a,NTERM);
+		y[i]=0.0;
+		for (j=1;j<=NTERM;j++) y[i] += j*a[j];
+		y[i] += SPREAD*gasdev(&idum);
+		sig[i]=SPREAD;
+	}
+	for (i=1;i<=NTERM;i++) ia[i]=1;
+	lfit(x,y,sig,NPT,a,ia,NTERM,covar,&chisq,funcs);
+	printf("\n%11s %21s\n","parameter","uncertainty");
+	for (i=1;i<=NTERM;i++)
+		printf("  a[%1d] = %8.6f %12.6f\n",
+			i,a[i],sqrt(covar[i][i]));
+	printf("chi-squared = %12f\n",chisq);
+	printf("full covariance matrix\n");
+	for (i=1;i<=NTERM;i++) {
+		for (j=1;j<=NTERM;j++) printf("%12f",covar[i][j]);
+		printf("\n");
+	}
+	printf("\npress RETURN to continue...\n");
+	(void) getchar();
+	/* Now check results of restricting fit parameters */
+	for (i=2;i<=NTERM;i+=2) ia[i]=0;
+	lfit(x,y,sig,NPT,a,ia,NTERM,covar,&chisq,funcs);
+	printf("\n%11s %21s\n","parameter","uncertainty");
+	for (i=1;i<=NTERM;i++)
+		printf("  a[%1d] = %8.6f %12.6f\n",
+			i,a[i],sqrt(covar[i][i]));
+	printf("chi-squared = %12f\n",chisq);
+	printf("full covariance matrix\n");
+	for (i=1;i<=NTERM;i++) {
+		for (j=1;j<=NTERM;j++) printf("%12f",covar[i][j]);
+		printf("\n");
+	}
+	printf("\n");
+	free_matrix(covar,1,NTERM,1,NTERM);
+	free_vector(sig,1,NPT);
+	free_vector(y,1,NPT);
+	free_vector(x,1,NPT);
+	free_vector(a,1,NTERM);
+	free_ivector(ia,1,NTERM);
+	return 0;
+}
+#undef NRANSI