add numerical recipes library

lib/nr/ansi/examples/xmprove.c

@@ -0,0 +1,54 @@
+
+/* Driver for routine mprove */
+
+#include <stdio.h>
+#define NRANSI
+#include "nr.h"
+#include "nrutil.h"
+
+#define N 5
+#define NP N
+
+int main(void)
+{
+	int i,j,*indx;
+	long idum=(-13);
+	float d,*x,**a,**aa;
+	static float ainit[NP][NP]=
+		{1.0,2.0,3.0,4.0,5.0,
+		2.0,3.0,4.0,5.0,1.0,
+		1.0,1.0,1.0,1.0,1.0,
+		4.0,5.0,1.0,2.0,3.0,
+		5.0,1.0,2.0,3.0,4.0};
+	static float b[N+1]={0.0,1.0,1.0,1.0,1.0,1.0};
+
+	indx=ivector(1,N);
+	x=vector(1,N);
+	a=convert_matrix(&ainit[0][0],1,N,1,N);
+	aa=matrix(1,N,1,N);
+	for (i=1;i<=N;i++) {
+		x[i]=b[i];
+		for (j=1;j<=N;j++)
+			aa[i][j]=a[i][j];
+	}
+	ludcmp(aa,N,indx,&d);
+	lubksb(aa,N,indx,x);
+	printf("\nSolution vector for the equations:\n");
+	for (i=1;i<=N;i++) printf("%12.6f",x[i]);
+	printf("\n");
+	/* now phoney up x and let mprove fix it */
+	for (i=1;i<=N;i++) x[i] *= (1.0+0.2*ran3(&idum));
+	printf("\nSolution vector with noise added:\n");
+	for (i=1;i<=N;i++) printf("%12.6f",x[i]);
+	printf("\n");
+	mprove(a,aa,N,indx,b,x);
+	printf("\nSolution vector recovered by mprove:\n");
+	for (i=1;i<=N;i++) printf("%12.6f",x[i]);
+	printf("\n");
+	free_matrix(aa,1,N,1,N);
+	free_convert_matrix(a,1,N,1,N);
+	free_vector(x,1,N);
+	free_ivector(indx,1,N);
+	return 0;
+}
+#undef NRANSI