add numerical recipes library

lib/nr/ansi/recipes/svdfit.c

@@ -0,0 +1,42 @@
+
+#define NRANSI
+#include "nrutil.h"
+#define TOL 1.0e-5
+
+void svdfit(float x[], float y[], float sig[], int ndata, float a[], int ma,
+	float **u, float **v, float w[], float *chisq,
+	void (*funcs)(float, float [], int))
+{
+	void svbksb(float **u, float w[], float **v, int m, int n, float b[],
+		float x[]);
+	void svdcmp(float **a, int m, int n, float w[], float **v);
+	int j,i;
+	float wmax,tmp,thresh,sum,*b,*afunc;
+
+	b=vector(1,ndata);
+	afunc=vector(1,ma);
+	for (i=1;i<=ndata;i++) {
+		(*funcs)(x[i],afunc,ma);
+		tmp=1.0/sig[i];
+		for (j=1;j<=ma;j++) u[i][j]=afunc[j]*tmp;
+		b[i]=y[i]*tmp;
+	}
+	svdcmp(u,ndata,ma,w,v);
+	wmax=0.0;
+	for (j=1;j<=ma;j++)
+		if (w[j] > wmax) wmax=w[j];
+	thresh=TOL*wmax;
+	for (j=1;j<=ma;j++)
+		if (w[j] < thresh) w[j]=0.0;
+	svbksb(u,w,v,ndata,ma,b,a);
+	*chisq=0.0;
+	for (i=1;i<=ndata;i++) {
+		(*funcs)(x[i],afunc,ma);
+		for (sum=0.0,j=1;j<=ma;j++) sum += a[j]*afunc[j];
+		*chisq += (tmp=(y[i]-sum)/sig[i],tmp*tmp);
+	}
+	free_vector(afunc,1,ma);
+	free_vector(b,1,ndata);
+}
+#undef TOL
+#undef NRANSI