add numerical recipes library

lib/nr/cpp/recipes/amoeba.cpp

@@ -0,0 +1,71 @@
+#include <cmath>
+#include "nr.h"
+using namespace std;
+
+namespace {
+	inline void get_psum(Mat_I_DP &p, Vec_O_DP &psum)
+	{
+		int i,j;
+		DP sum;
+
+		int mpts=p.nrows();
+		int ndim=p.ncols();
+		for (j=0;j<ndim;j++) {
+			for (sum=0.0,i=0;i<mpts;i++)
+				sum += p[i][j];
+			psum[j]=sum;
+		}
+	}
+}
+
+void NR::amoeba(Mat_IO_DP &p, Vec_IO_DP &y, const DP ftol, DP funk(Vec_I_DP &),
+	int &nfunk)
+{
+	const int NMAX=5000;
+	const DP TINY=1.0e-10;
+	int i,ihi,ilo,inhi,j;
+	DP rtol,ysave,ytry;
+
+	int mpts=p.nrows();
+	int ndim=p.ncols();
+	Vec_DP psum(ndim);
+	nfunk=0;
+	get_psum(p,psum);
+	for (;;) {
+		ilo=0;
+		ihi = y[0]>y[1] ? (inhi=1,0) : (inhi=0,1);
+		for (i=0;i<mpts;i++) {
+			if (y[i] <= y[ilo]) ilo=i;
+			if (y[i] > y[ihi]) {
+				inhi=ihi;
+				ihi=i;
+			} else if (y[i] > y[inhi] && i != ihi) inhi=i;
+		}
+		rtol=2.0*fabs(y[ihi]-y[ilo])/(fabs(y[ihi])+fabs(y[ilo])+TINY);
+		if (rtol < ftol) {
+			SWAP(y[0],y[ilo]);
+			for (i=0;i<ndim;i++) SWAP(p[0][i],p[ilo][i]);
+			break;
+		}
+		if (nfunk >= NMAX) nrerror("NMAX exceeded");
+		nfunk += 2;
+		ytry=amotry(p,y,psum,funk,ihi,-1.0);
+		if (ytry <= y[ilo])
+			ytry=amotry(p,y,psum,funk,ihi,2.0);
+		else if (ytry >= y[inhi]) {
+			ysave=y[ihi];
+			ytry=amotry(p,y,psum,funk,ihi,0.5);
+			if (ytry >= ysave) {
+				for (i=0;i<mpts;i++) {
+					if (i != ilo) {
+						for (j=0;j<ndim;j++)
+							p[i][j]=psum[j]=0.5*(p[i][j]+p[ilo][j]);
+						y[i]=funk(psum);
+					}
+				}
+				nfunk += ndim;
+				get_psum(p,psum);
+			}
+		} else --nfunk;
+	}
+}