add numerical recipes library

lib/nr/cpp/recipes/mnewt.cpp

@@ -0,0 +1,32 @@
+#include <cmath>
+#include "nr.h"
+using namespace std;
+
+void usrfun(Vec_I_DP &x, Vec_O_DP &fvec, Mat_O_DP &fjac);
+
+void NR::mnewt(const int ntrial, Vec_IO_DP &x, const DP tolx, const DP tolf)
+{
+	int k,i;
+	DP errx,errf,d;
+
+	int n=x.size();
+	Vec_INT indx(n);
+	Vec_DP p(n),fvec(n);
+	Mat_DP fjac(n,n);
+	for (k=0;k<ntrial;k++) {
+		usrfun(x,fvec,fjac);
+		errf=0.0;
+		for (i=0;i<n;i++) errf += fabs(fvec[i]);
+		if (errf <= tolf) return;
+		for (i=0;i<n;i++) p[i] = -fvec[i];
+		ludcmp(fjac,indx,d);
+		lubksb(fjac,indx,p);
+		errx=0.0;
+		for (i=0;i<n;i++) {
+			errx += fabs(p[i]);
+			x[i] += p[i];
+		}
+		if (errx <= tolx) return;
+	}
+	return;
+}