add numerical recipes library

lib/nr/ansi/examples/xpowell.c

@@ -0,0 +1,38 @@
+
+/* Driver for routine powell */
+
+#include <stdio.h>
+#include <math.h>
+#define NRANSI
+#include "nr.h"
+#include "nrutil.h"
+
+#define NDIM 3
+#define FTOL 1.0e-6
+
+float func(float x[])
+{
+	return 0.5-bessj0(SQR(x[1]-1.0)+SQR(x[2]-2.0)+SQR(x[3]-3.0));
+}
+
+int main(void)
+{
+	int i,iter,j;
+	float fret,**xi;
+	static float p[]={0.0,1.5,1.5,2.5};
+
+	xi=matrix(1,NDIM,1,NDIM);
+	for (i=1;i<=NDIM;i++)
+		for (j=1;j<=NDIM;j++)
+			xi[i][j]=(i == j ? 1.0 : 0.0);
+	powell(p,xi,NDIM,FTOL,&iter,&fret,func);
+	printf("Iterations: %3d\n\n",iter);
+	printf("Minimum found at: \n");
+	for (i=1;i<=NDIM;i++) printf("%12.6f",p[i]);
+	printf("\n\nMinimum function value = %12.6f \n\n",fret);
+	printf("True minimum of function is at:\n");
+	printf("%12.6f %12.6f %12.6f\n",1.0,2.0,3.0);
+	free_matrix(xi,1,NDIM,1,NDIM);
+	return 0;
+}
+#undef NRANSI