add numerical recipes library

lib/nr/ansi/recipes/simpr.c

@@ -0,0 +1,50 @@
+
+#define NRANSI
+#include "nrutil.h"
+
+void simpr(float y[], float dydx[], float dfdx[], float **dfdy, int n,
+	float xs, float htot, int nstep, float yout[],
+	void (*derivs)(float, float [], float []))
+{
+	void lubksb(float **a, int n, int *indx, float b[]);
+	void ludcmp(float **a, int n, int *indx, float *d);
+	int i,j,nn,*indx;
+	float d,h,x,**a,*del,*ytemp;
+
+	indx=ivector(1,n);
+	a=matrix(1,n,1,n);
+	del=vector(1,n);
+	ytemp=vector(1,n);
+	h=htot/nstep;
+	for (i=1;i<=n;i++) {
+		for (j=1;j<=n;j++) a[i][j] = -h*dfdy[i][j];
+		++a[i][i];
+	}
+	ludcmp(a,n,indx,&d);
+	for (i=1;i<=n;i++)
+		yout[i]=h*(dydx[i]+h*dfdx[i]);
+	lubksb(a,n,indx,yout);
+	for (i=1;i<=n;i++)
+		ytemp[i]=y[i]+(del[i]=yout[i]);
+	x=xs+h;
+	(*derivs)(x,ytemp,yout);
+	for (nn=2;nn<=nstep;nn++) {
+		for (i=1;i<=n;i++)
+			yout[i]=h*yout[i]-del[i];
+		lubksb(a,n,indx,yout);
+		for (i=1;i<=n;i++)
+			ytemp[i] += (del[i] += 2.0*yout[i]);
+		x += h;
+		(*derivs)(x,ytemp,yout);
+	}
+	for (i=1;i<=n;i++)
+		yout[i]=h*yout[i]-del[i];
+	lubksb(a,n,indx,yout);
+	for (i=1;i<=n;i++)
+		yout[i] += ytemp[i];
+	free_vector(ytemp,1,n);
+	free_vector(del,1,n);
+	free_matrix(a,1,n,1,n);
+	free_ivector(indx,1,n);
+}
+#undef NRANSI