add numerical recipes library

lib/nr/ansi/examples/xmnewt.c

@@ -0,0 +1,73 @@
+
+/* Driver for routine mnewt */
+
+#include <stdio.h>
+#include <math.h>
+#define NRANSI
+#include "nr.h"
+#include "nrutil.h"
+
+void usrfun(float *x,int n,float *fvec,float **fjac)
+{
+	int i;
+
+	fjac[1][1] = -2.0*x[1];
+	fjac[1][2] = -2.0*x[2];
+	fjac[1][3] = -2.0*x[3];
+	fjac[1][4]=1.0;
+	for (i=1;i<=n;i++) fjac[2][i]=2.0*x[i];
+	fjac[3][1]=1.0;
+	fjac[3][2] = -1.0;
+	fjac[3][3]=0.0;
+	fjac[3][4]=0.0;
+	fjac[4][1]=0.0;
+	fjac[4][2]=1.0;
+	fjac[4][3] = -1.0;
+	fjac[4][4]=0.0;
+	fvec[1] = -SQR(x[1])-SQR(x[2])-SQR(x[3])+x[4];
+	fvec[2]=SQR(x[1])+SQR(x[2])+SQR(x[3])+SQR(x[4])-1.0;
+	fvec[3]=x[1]-x[2];
+	fvec[4]=x[2]-x[3];
+}
+
+#define NTRIAL 5
+#define TOLX 1.0e-6
+#define N 4
+#define TOLF 1.0e-6
+
+int main(void)
+{
+	int i,j,k,kk;
+	float xx,*x,*fvec,**fjac;
+
+	fjac=matrix(1,N,1,N);
+	fvec=vector(1,N);
+	x=vector(1,N);
+	for (kk=1;kk<=2;kk++) {
+		for (k=1;k<=3;k++) {
+			xx=0.2001*k*(2*kk-3);
+			printf("Starting vector number %2d\n",k);
+			for (i=1;i<=4;i++) {
+				x[i]=xx+0.2*i;
+				printf("%7s%1d%s %5.2f\n",
+					"x[",i,"] = ",x[i]);
+			}
+			printf("\n");
+			for (j=1;j<=NTRIAL;j++) {
+				mnewt(1,x,N,TOLX,TOLF);
+				usrfun(x,N,fvec,fjac);
+				printf("%5s %13s %13s\n","i","x[i]","f");
+				for (i=1;i<=N;i++)
+					printf("%5d %14.6f %15.6f\n",
+						i,x[i],fvec[i]);
+				printf("\npress RETURN to continue...\n");
+				(void) getchar();
+			}
+		}
+	}
+	free_vector(x,1,N);
+	free_vector(fvec,1,N);
+	free_matrix(fjac,1,N,1,N);
+	return 0;
+}
+#undef NRANSI