37 lines
806 B
C++
37 lines
806 B
C++
#include <cmath>
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#include <limits>
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#include "nr.h"
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using namespace std;
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DP NR::dfridr(DP func(const DP), const DP x, const DP h, DP &err)
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{
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const int NTAB=10;
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const DP CON=1.4, CON2=(CON*CON);
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const DP BIG=numeric_limits<DP>::max();
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const DP SAFE=2.0;
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int i,j;
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DP errt,fac,hh,ans;
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Mat_DP a(NTAB,NTAB);
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if (h == 0.0) nrerror("h must be nonzero in dfridr.");
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hh=h;
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a[0][0]=(func(x+hh)-func(x-hh))/(2.0*hh);
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err=BIG;
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for (i=1;i<NTAB;i++) {
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hh /= CON;
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a[0][i]=(func(x+hh)-func(x-hh))/(2.0*hh);
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fac=CON2;
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for (j=1;j<=i;j++) {
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a[j][i]=(a[j-1][i]*fac-a[j-1][i-1])/(fac-1.0);
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fac=CON2*fac;
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errt=MAX(fabs(a[j][i]-a[j-1][i]),fabs(a[j][i]-a[j-1][i-1]));
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if (errt <= err) {
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err=errt;
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ans=a[j][i];
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}
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}
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if (fabs(a[i][i]-a[i-1][i-1]) >= SAFE*err) break;
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}
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return ans;
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}
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