add numerical recipes library

lib/nr/ansi/examples/xlinbcg.c

@@ -0,0 +1,65 @@
+
+/* Driver for routine linbcg */
+
+#include <stdio.h>
+#include <math.h>
+#define NRANSI
+#include "nr.h"
+#include "nrutil.h"
+
+#define NSIZE 59
+#define NP 20
+#define ITOL 1
+#define TOL 1e-9
+#define ITMAX 75
+
+unsigned long ija[NSIZE+1] ={
+	0,22,23,25,27,29,31,33,35,37,39,41,43,45,47,49,51,53,55,57,
+	59,60,2,1,3,2,4,3,5,4,6,5,7,6,8,7,9,8,10,9,11,10,12,11,13,12,
+	14,13,15,14,16,15,17,16,18,17,19,18,20,19};
+
+double sa[NSIZE+1] ={
+	0.0,3.0,3.0,3.0,3.0,3.0,3.0,3.0,3.0,3.0,3.0,3.0,3.0,3.0,3.0,3.0,3.0,
+	3.0,3.0,3.0,3.0,0.0,2.0,-2.0,2.0,-2.0,2.0,-2.0,2.0,-2.0,2.0,-2.0,
+	2.0,-2.0,2.0,-2.0,2.0,-2.0,2.0,-2.0,2.0,-2.0,2.0,-2.0,2.0,-2.0,2.0,
+	-2.0,2.0,-2.0,2.0,-2.0,2.0,-2.0,2.0,-2.0,2.0,-2.0,2.0,-2.0};
+
+int main(void)
+{
+	int i,ii,iter;
+	double *b,*bcmp,*x,err;
+
+	b=dvector(1,NP);
+	bcmp=dvector(1,NP);
+	x=dvector(1,NP);
+	for (i=1;i<=NP;i++) {
+		x[i]=0.0;
+		b[i]=1.0;
+	}
+	b[1]=3.0;
+	b[NP] = -1.0;
+	linbcg(NP,b,x,ITOL,TOL,ITMAX,&iter,&err);
+	printf("%s %15e\n","Estimated error:",err);
+	printf("%s %6d\n","Iterations needed:",iter);
+	printf("\nSolution vector:\n");
+	for (ii=1;ii<=NP/5;ii++) {
+		for (i=5*(ii-1)+1;i<=5*ii;i++) printf("%12.6f",x[i]);
+		printf("\n");
+	}
+	for (i=1;i<=(NP % 5);i++)
+		printf("%12.6f",x[5*(NP/5)+i]);
+	printf("\n");
+	dsprsax(sa,ija,x,bcmp,NP);
+	/* this is a double precision version of sprsax */
+	printf("\npress RETURN to continue...\n");
+	(void) getchar();
+	printf("test of solution vector:\n");
+	printf("%9s %12s\n","a*x","b");
+	for (i=1;i<=NP;i++)
+		printf("%12.6f %12.6f\n",bcmp[i],b[i]);
+	free_dvector(x,1,NP);
+	free_dvector(bcmp,1,NP);
+	free_dvector(b,1,NP);
+	return 0;
+}
+#undef NRANSI