add numerical recipes library

lib/nr/k_and_r/recipes/sor.c

@@ -0,0 +1,44 @@
+
+#include <math.h>
+#define MAXITS 1000
+#define EPS 1.0e-5
+
+void sor(a,b,c,d,e,f,u,jmax,rjac)
+double **a,**b,**c,**d,**e,**f,**u,rjac;
+int jmax;
+{
+	void nrerror();
+	int ipass,j,jsw,l,lsw,n;
+	double anorm,anormf=0.0,omega=1.0,resid;
+
+	for (j=2;j<jmax;j++)
+		for (l=2;l<jmax;l++)
+			anormf += fabs(f[j][l]);
+	for (n=1;n<=MAXITS;n++) {
+		anorm=0.0;
+		jsw=1;
+		for (ipass=1;ipass<=2;ipass++) {
+			lsw=jsw;
+			for (j=2;j<jmax;j++) {
+				for (l=lsw+1;l<jmax;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 == 1 && ipass == 1 ? 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");
+}
+#undef MAXITS
+#undef EPS