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/svdfit.cpp
+++ b/lib/nr/cpp/recipes/svdfit.cpp
@@ -0,0 +1,35 @@
+#include "nr.h"
+
+void NR::svdfit(Vec_I_DP &x, Vec_I_DP &y, Vec_I_DP &sig, Vec_O_DP &a,
+	Mat_O_DP &u, Mat_O_DP &v, Vec_O_DP &w, DP &chisq,
+	void funcs(const DP, Vec_O_DP &))
+{
+	int i,j;
+	const DP TOL=1.0e-13;
+	DP wmax,tmp,thresh,sum;
+
+	int ndata=x.size();
+	int ma=a.size();
+	Vec_DP b(ndata),afunc(ma);
+	for (i=0;i<ndata;i++) {
+		funcs(x[i],afunc);
+		tmp=1.0/sig[i];
+		for (j=0;j<ma;j++) u[i][j]=afunc[j]*tmp;
+		b[i]=y[i]*tmp;
+	}
+	svdcmp(u,w,v);
+	wmax=0.0;
+	for (j=0;j<ma;j++)
+		if (w[j] > wmax) wmax=w[j];
+	thresh=TOL*wmax;
+	for (j=0;j<ma;j++)
+		if (w[j] < thresh) w[j]=0.0;
+	svbksb(u,w,v,b,a);
+	chisq=0.0;
+	for (i=0;i<ndata;i++) {
+		funcs(x[i],afunc);
+		sum=0.0;
+		for (j=0;j<ma;j++) sum += a[j]*afunc[j];
+		chisq += (tmp=(y[i]-sum)/sig[i],tmp*tmp);
+	}
+}