add numerical recipes library

lib/nr/ansi/examples/xvegas.c

@@ -0,0 +1,59 @@
+
+/* Driver for routine vegas */
+
+#include <stdio.h>
+#include <math.h>
+#define NRANSI
+#include "nr.h"
+#include "nrutil.h"
+
+long idum;      /* for ranno */
+
+int ndim;       /* for fxn */
+float xoff;
+
+float fxn(float pt[],float wgt)
+{
+	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)
+{
+	int init,itmax,j,ncall,nprn;
+	float avgi,chi2a,sd,xoff;
+	float *regn;
+
+	regn=vector(1,20);
+	printf("IDUM=\n");
+	scanf("%ld",&idum);
+	if (idum > 0) idum = -idum;
+	for (;;) {
+		printf("ENTER NDIM,XOFF,NCALL,ITMAX,NPRN\n");
+		if (scanf("%d %f %d %d %d",&ndim,&xoff,&ncall,&itmax,&nprn) == EOF) break;
+		avgi=sd=chi2a=0.0;
+		for (j=1;j<=ndim;j++) {
+			regn[j]=0.0;
+			regn[j+ndim]=1.0;
+		}
+		init = -1;
+		vegas(regn,ndim,fxn,init,ncall,itmax,nprn,&avgi,&sd,&chi2a);
+		printf("Number of iterations performed: %d\n",itmax);
+		printf("Integral, Standard Dev., Chi-sq. = %12.6f %12.6f% 12.6f\n",
+			avgi,sd,chi2a);
+		init = 1;
+		vegas(regn,ndim,fxn,init,ncall,itmax,nprn,&avgi,&sd,&chi2a);
+		printf("Additional iterations performed: %d \n",itmax);
+		printf("Integral, Standard Dev., Chi-sq. = %12.6f %12.6f% 12.6f\n",
+			avgi,sd,chi2a);
+	}
+	free_vector(regn,1,20);
+	printf("Normal completion\n");
+	return 0;
+}
+#undef NRANSI