add numerical recipes library
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35
lib/nr/cpp/recipes/amotsa.cpp
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35
lib/nr/cpp/recipes/amotsa.cpp
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#include <cmath>
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#include "nr.h"
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using namespace std;
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extern int idum;
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extern DP tt;
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DP NR::amotsa(Mat_IO_DP &p, Vec_O_DP &y, Vec_IO_DP &psum, Vec_O_DP &pb, DP &yb,
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DP funk(Vec_I_DP &), const int ihi, DP &yhi, const DP fac)
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{
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int j;
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DP fac1,fac2,yflu,ytry;
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int ndim=p.ncols();
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Vec_DP ptry(ndim);
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fac1=(1.0-fac)/ndim;
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fac2=fac1-fac;
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for (j=0;j<ndim;j++)
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ptry[j]=psum[j]*fac1-p[ihi][j]*fac2;
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ytry=funk(ptry);
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if (ytry <= yb) {
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for (j=0;j<ndim;j++) pb[j]=ptry[j];
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yb=ytry;
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}
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yflu=ytry-tt*log(ran1(idum));
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if (yflu < yhi) {
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y[ihi]=ytry;
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yhi=yflu;
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for (j=0;j<ndim;j++) {
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psum[j] += ptry[j]-p[ihi][j];
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p[ihi][j]=ptry[j];
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}
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}
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return yflu;
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}
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