add numerical recipes library

lib/nr/ansi/recipes/amoeba.c

@@ -0,0 +1,66 @@
+
+#include <math.h>
+#define NRANSI
+#include "nrutil.h"
+#define TINY 1.0e-10
+#define NMAX 5000
+#define GET_PSUM \
+					for (j=1;j<=ndim;j++) {\
+					for (sum=0.0,i=1;i<=mpts;i++) sum += p[i][j];\
+					psum[j]=sum;}
+#define SWAP(a,b) {swap=(a);(a)=(b);(b)=swap;}
+
+void amoeba(float **p, float y[], int ndim, float ftol,
+	float (*funk)(float []), int *nfunk)
+{
+	float amotry(float **p, float y[], float psum[], int ndim,
+		float (*funk)(float []), int ihi, float fac);
+	int i,ihi,ilo,inhi,j,mpts=ndim+1;
+	float rtol,sum,swap,ysave,ytry,*psum;
+
+	psum=vector(1,ndim);
+	*nfunk=0;
+	GET_PSUM
+	for (;;) {
+		ilo=1;
+		ihi = y[1]>y[2] ? (inhi=2,1) : (inhi=1,2);
+		for (i=1;i<=mpts;i++) {
+			if (y[i] <= y[ilo]) ilo=i;
+			if (y[i] > y[ihi]) {
+				inhi=ihi;
+				ihi=i;
+			} else if (y[i] > y[inhi] && i != ihi) inhi=i;
+		}
+		rtol=2.0*fabs(y[ihi]-y[ilo])/(fabs(y[ihi])+fabs(y[ilo])+TINY);
+		if (rtol < ftol) {
+			SWAP(y[1],y[ilo])
+			for (i=1;i<=ndim;i++) SWAP(p[1][i],p[ilo][i])
+			break;
+		}
+		if (*nfunk >= NMAX) nrerror("NMAX exceeded");
+		*nfunk += 2;
+		ytry=amotry(p,y,psum,ndim,funk,ihi,-1.0);
+		if (ytry <= y[ilo])
+			ytry=amotry(p,y,psum,ndim,funk,ihi,2.0);
+		else if (ytry >= y[inhi]) {
+			ysave=y[ihi];
+			ytry=amotry(p,y,psum,ndim,funk,ihi,0.5);
+			if (ytry >= ysave) {
+				for (i=1;i<=mpts;i++) {
+					if (i != ilo) {
+						for (j=1;j<=ndim;j++)
+							p[i][j]=psum[j]=0.5*(p[i][j]+p[ilo][j]);
+						y[i]=(*funk)(psum);
+					}
+				}
+				*nfunk += ndim;
+				GET_PSUM
+			}
+		} else --(*nfunk);
+	}
+	free_vector(psum,1,ndim);
+}
+#undef SWAP
+#undef GET_PSUM
+#undef NMAX
+#undef NRANSI