add numerical recipes library

lib/nr/ansi/examples/xgauher.c

@@ -0,0 +1,42 @@
+
+/* Driver for routine gauher */
+
+#include <stdio.h>
+#include <math.h>
+#define NRANSI
+#include "nr.h"
+#include "nrutil.h"
+
+#define NP 64
+#define SQRTPI 1.7724539
+
+float func(float x)
+{
+	return cos(x);
+}
+
+int main(void)
+{
+	int i,n;
+	float check,xx,*x,*w;
+
+	x=vector(1,NP);
+	w=vector(1,NP);
+	for (;;) {
+		printf("Enter N\n");
+		if (scanf("%d",&n) == EOF) break;
+		gauher(x,w,n);
+		printf("%3s %10s %14s\n","#","x(i)","w(i)");
+		for (i=1;i<=n;i++) printf("%3d %14.6e %14.6e\n",i,x[i],w[i]);
+		for (check=0.0,i=1;i<=n;i++) check += w[i];
+		printf("\nCheck value: %15.7e  should be: %15.7e\n",check,SQRTPI);
+		/* demonstrate the use of GAUHER for an integral */
+		for (xx=0.0,i=1;i<=n;i++) xx += w[i]*func(x[i]);
+		printf("\nIntegral from gauher: %12.6f\n",xx);
+		printf("Actual value:         %12.6f\n",SQRTPI*exp(-0.25));
+	}
+	free_vector(w,1,NP);
+	free_vector(x,1,NP);
+	return 0;
+}
+#undef NRANSI