add numerical recipes library

lib/nr/cpp/recipes/sor.cpp

@@ -0,0 +1,39 @@
+#include <cmath>
+#include "nr.h"
+using namespace std;
+
+void NR::sor(Mat_I_DP &a, Mat_I_DP &b, Mat_I_DP &c, Mat_I_DP &d, Mat_I_DP &e,
+	Mat_I_DP &f, Mat_IO_DP &u, const DP rjac)
+{
+	const int MAXITS=1000;
+	const DP EPS=1.0e-13;
+	int j,l,n,ipass,jsw,lsw;
+	DP anorm,anormf=0.0,omega=1.0,resid;
+
+	int jmax=a.nrows();
+	for (j=1;j<jmax-1;j++)
+		for (l=1;l<jmax-1;l++)
+			anormf += fabs(f[j][l]);
+	for (n=0;n<MAXITS;n++) {
+		anorm=0.0;
+		jsw=1;
+		for (ipass=0;ipass<2;ipass++) {
+			lsw=jsw;
+			for (j=1;j<jmax-1;j++) {
+				for (l=lsw;l<jmax-1;l+=2) {
+					resid=a[j][l]*u[j+1][l]+b[j][l]*u[j-1][l]
+						+c[j][l]*u[j][l+1]+d[j][l]*u[j][l-1]
+						+e[j][l]*u[j][l]-f[j][l];
+					anorm += fabs(resid);
+					u[j][l] -= omega*resid/e[j][l];
+				}
+				lsw=3-lsw;
+			}
+			jsw=3-jsw;
+			omega=(n == 0 && ipass == 0 ? 1.0/(1.0-0.5*rjac*rjac) :
+				1.0/(1.0-0.25*rjac*rjac*omega));
+		}
+		if (anorm < EPS*anormf) return;
+	}
+	nrerror("MAXITS exceeded");
+}