add numerical recipes library

lib/nr/ansi/recipes/mnewt.c

@@ -0,0 +1,39 @@
+
+#include <math.h>
+#define NRANSI
+#include "nrutil.h"
+
+void usrfun(float *x,int n,float *fvec,float **fjac);
+#define FREERETURN {free_matrix(fjac,1,n,1,n);free_vector(fvec,1,n);\
+	free_vector(p,1,n);free_ivector(indx,1,n);return;}
+
+void mnewt(int ntrial, float x[], int n, float tolx, float tolf)
+{
+	void lubksb(float **a, int n, int *indx, float b[]);
+	void ludcmp(float **a, int n, int *indx, float *d);
+	int k,i,*indx;
+	float errx,errf,d,*fvec,**fjac,*p;
+
+	indx=ivector(1,n);
+	p=vector(1,n);
+	fvec=vector(1,n);
+	fjac=matrix(1,n,1,n);
+	for (k=1;k<=ntrial;k++) {
+		usrfun(x,n,fvec,fjac);
+		errf=0.0;
+		for (i=1;i<=n;i++) errf += fabs(fvec[i]);
+		if (errf <= tolf) FREERETURN
+		for (i=1;i<=n;i++) p[i] = -fvec[i];
+		ludcmp(fjac,n,indx,&d);
+		lubksb(fjac,n,indx,p);
+		errx=0.0;
+		for (i=1;i<=n;i++) {
+			errx += fabs(p[i]);
+			x[i] += p[i];
+		}
+		if (errx <= tolx) FREERETURN
+	}
+	FREERETURN
+}
+#undef FREERETURN
+#undef NRANSI