add numerical recipes library

lib/nr/ansi/examples/xmiser.c

@@ -0,0 +1,57 @@
+
+/* Driver for routine miser */
+
+#include <stdio.h>
+#include <math.h>
+#define NRANSI
+#include "nr.h"
+#include "nrutil.h"
+
+long idum;     /* for ranno */
+
+int ndim;      /* for func */
+float xoff;
+
+float func(float pt[])
+{
+	int j;
+	float ans,sum;
+
+	for (sum=0.0,j=1;j<=ndim;j++) sum += (100.0*SQR(pt[j]-xoff));
+	ans=(sum < 80.0 ? exp(-sum) : 0.0);
+	ans *= pow(5.64189,(double)ndim);
+	return ans;
+}
+
+int main(void)
+{
+	unsigned long n;
+	int j,nt,ntries;
+	float ave,dith,sumav,sumsd,var,*regn;
+
+	printf("IDUM=\n");
+	scanf("%ld",&idum);
+	if (idum > 0) idum = -idum;
+	for (;;) {
+		printf("ENTER N,NDIM,XOFF,DITH,NTRIES\n");
+		if (scanf("%ld %d %f %f %d",&n,&ndim,&xoff,&dith,&ntries) == EOF) break;
+		regn=vector(1,2*ndim);
+		sumav=sumsd=0.0;
+		for (nt=1;nt<=ntries;nt++) {
+			for (j=1;j<=ndim;j++) {
+				regn[j]=0.0;
+				regn[ndim+j]=1.0;
+			}
+			miser(func,regn,ndim,n,dith,&ave,&var);
+			sumav += SQR(ave-1.0);
+			sumsd += sqrt(fabs(var));
+		}
+		sumav=sqrt(sumav/ntries);
+		sumsd /= ntries;
+		printf("Fractional error: actual,indicated= %12.6f% 12.6f\n",sumav,sumsd);
+		free_vector(regn,1,2*ndim);
+	}
+	printf("Normal completion\n");
+	return 0;
+}
+#undef NRANSI