add numerical recipes library

lib/nr/cpp/recipes/frprmn.cpp

@@ -0,0 +1,43 @@
+#include <cmath>
+#include "nr.h"
+using namespace std;
+
+void NR::frprmn(Vec_IO_DP &p, const DP ftol, int &iter, DP &fret,
+	DP func(Vec_I_DP &), void dfunc(Vec_I_DP &, Vec_O_DP &))
+{
+	const int ITMAX=200;
+	const DP EPS=1.0e-18;
+	int j,its;
+	DP gg,gam,fp,dgg;
+
+	int n=p.size();
+	Vec_DP g(n),h(n),xi(n);
+	fp=func(p);
+	dfunc(p,xi);
+	for (j=0;j<n;j++) {
+		g[j] = -xi[j];
+		xi[j]=h[j]=g[j];
+	}
+	for (its=0;its<ITMAX;its++) {
+		iter=its;
+		linmin(p,xi,fret,func);
+		if (2.0*fabs(fret-fp) <= ftol*(fabs(fret)+fabs(fp)+EPS))
+			return;
+		fp=fret;
+		dfunc(p,xi);
+		dgg=gg=0.0;
+		for (j=0;j<n;j++) {
+			gg += g[j]*g[j];
+//		  dgg += xi[j]*xi[j];
+			dgg += (xi[j]+g[j])*xi[j];
+		}
+		if (gg == 0.0)
+			return;
+		gam=dgg/gg;
+		for (j=0;j<n;j++) {
+			g[j] = -xi[j];
+			xi[j]=h[j]=g[j]+gam*h[j];
+		}
+	}
+	nrerror("Too many iterations in frprmn");
+}