add numerical recipes library

2025-09-12 18:55:25 +09:00
parent d4dff245bd
commit 2c75620ec9
1344 changed files with 63869 additions and 0 deletions
--- a/lib/nr/cpp/recipes/miser.cpp
+++ b/lib/nr/cpp/recipes/miser.cpp
@@ -0,0 +1,88 @@
+#include <cmath>
+#include "nr.h"
+using namespace std;
+
+void NR::miser(DP func(Vec_I_DP &), Vec_I_DP &regn, const int npts,
+	const DP dith, DP &ave, DP &var)
+{
+	const int MNPT=15, MNBS=60;
+	const DP PFAC=0.1, TINY=1.0e-30, BIG=1.0e30;
+	static int iran=0;
+	int j,jb,n,ndim,npre,nptl,nptr;
+	DP avel,varl,fracl,fval,rgl,rgm,rgr,s,sigl,siglb,sigr,sigrb;
+	DP sum,sumb,summ,summ2;
+
+	ndim=regn.size()/2;
+	Vec_DP pt(ndim);
+	if (npts < MNBS) {
+		summ=summ2=0.0;
+		for (n=0;n<npts;n++) {
+			ranpt(pt,regn);
+			fval=func(pt);
+			summ += fval;
+			summ2 += fval * fval;
+		}
+		ave=summ/npts;
+		var=MAX(TINY,(summ2-summ*summ/npts)/(npts*npts));
+	} else {
+		Vec_DP rmid(ndim);
+		npre=MAX(int(npts*PFAC),int(MNPT));
+		Vec_DP fmaxl(ndim),fmaxr(ndim),fminl(ndim),fminr(ndim);
+		for (j=0;j<ndim;j++) {
+			iran=(iran*2661+36979) % 175000;
+			s=SIGN(dith,DP(iran-87500));
+			rmid[j]=(0.5+s)*regn[j]+(0.5-s)*regn[ndim+j];
+			fminl[j]=fminr[j]=BIG;
+			fmaxl[j]=fmaxr[j]=(-BIG);
+		}
+		for (n=0;n<npre;n++) {
+			ranpt(pt,regn);
+			fval=func(pt);
+			for (j=0;j<ndim;j++) {
+				if (pt[j]<=rmid[j]) {
+					fminl[j]=MIN(fminl[j],fval);
+					fmaxl[j]=MAX(fmaxl[j],fval);
+				} else {
+					fminr[j]=MIN(fminr[j],fval);
+					fmaxr[j]=MAX(fmaxr[j],fval);
+				}
+			}
+		}
+		sumb=BIG;
+		jb= -1;
+		siglb=sigrb=1.0;
+		for (j=0;j<ndim;j++) {
+			if (fmaxl[j] > fminl[j] && fmaxr[j] > fminr[j]) {
+				sigl=MAX(TINY,pow(fmaxl[j]-fminl[j],2.0/3.0));
+				sigr=MAX(TINY,pow(fmaxr[j]-fminr[j],2.0/3.0));
+				sum=sigl+sigr;
+				if (sum<=sumb) {
+					sumb=sum;
+					jb=j;
+					siglb=sigl;
+					sigrb=sigr;
+				}
+			}
+		}
+		if (jb == -1) jb=(ndim*iran)/175000;
+		rgl=regn[jb];
+		rgm=rmid[jb];
+		rgr=regn[ndim+jb];
+		fracl=fabs((rgm-rgl)/(rgr-rgl));
+		nptl=int(MNPT+(npts-npre-2*MNPT)*fracl*siglb
+			/(fracl*siglb+(1.0-fracl)*sigrb));
+		nptr=npts-npre-nptl;
+		Vec_DP regn_temp(2*ndim);
+		for (j=0;j<ndim;j++) {
+			regn_temp[j]=regn[j];
+			regn_temp[ndim+j]=regn[ndim+j];
+		}
+		regn_temp[ndim+jb]=rmid[jb];
+		miser(func,regn_temp,nptl,dith,avel,varl);
+		regn_temp[jb]=rmid[jb];
+		regn_temp[ndim+jb]=regn[ndim+jb];
+		miser(func,regn_temp,nptr,dith,ave,var);
+		ave=fracl*avel+(1-fracl)*ave;
+		var=fracl*fracl*varl+(1-fracl)*(1-fracl)*var;
+	}
+}