add numerical recipes library

lib/nr/cpp/recipes/amebsa.cpp

@@ -0,0 +1,89 @@
+#include <cmath>
+#include "nr.h"
+using namespace std;
+
+namespace {
+	inline void get_psum(Mat_I_DP &p, Vec_O_DP &psum)
+	{
+		int n,m;
+		DP sum;
+
+		int mpts=p.nrows();
+		int ndim=p.ncols();
+		for (n=0;n<ndim;n++) {
+			for (sum=0.0,m=0;m<mpts;m++) sum += p[m][n];
+			psum[n]=sum;
+		}
+	}
+}
+
+extern int idum;
+DP tt;
+
+void NR::amebsa(Mat_IO_DP &p, Vec_IO_DP &y, Vec_O_DP &pb, DP &yb, const DP ftol,
+	DP funk(Vec_I_DP &), int &iter, const DP temptr)
+{
+	int i,ihi,ilo,j,n;
+	DP rtol,yhi,ylo,ynhi,ysave,yt,ytry;
+
+	int mpts=p.nrows();
+	int ndim=p.ncols();
+	Vec_DP psum(ndim);
+	tt = -temptr;
+	get_psum(p,psum);
+	for (;;) {
+		ilo=0;
+		ihi=1;
+		ynhi=ylo=y[0]+tt*log(ran1(idum));
+		yhi=y[1]+tt*log(ran1(idum));
+		if (ylo > yhi) {
+			ihi=0;
+			ilo=1;
+			ynhi=yhi;
+			yhi=ylo;
+			ylo=ynhi;
+		}
+		for (i=3;i<=mpts;i++) {
+			yt=y[i-1]+tt*log(ran1(idum));
+			if (yt <= ylo) {
+				ilo=i-1;
+				ylo=yt;
+			}
+			if (yt > yhi) {
+				ynhi=yhi;
+				ihi=i-1;
+				yhi=yt;
+			} else if (yt > ynhi) {
+				ynhi=yt;
+			}
+		}
+		rtol=2.0*fabs(yhi-ylo)/(fabs(yhi)+fabs(ylo));
+		if (rtol < ftol || iter < 0) {
+			SWAP(y[0],y[ilo]);
+			for (n=0;n<ndim;n++)
+				SWAP(p[0][n],p[ilo][n]);
+			break;
+		}
+		iter -= 2;
+		ytry=amotsa(p,y,psum,pb,yb,funk,ihi,yhi,-1.0);
+		if (ytry <= ylo) {
+			ytry=amotsa(p,y,psum,pb,yb,funk,ihi,yhi,2.0);
+		} else if (ytry >= ynhi) {
+			ysave=yhi;
+			ytry=amotsa(p,y,psum,pb,yb,funk,ihi,yhi,0.5);
+			if (ytry >= ysave) {
+				for (i=0;i<mpts;i++) {
+					if (i != ilo) {
+						for (j=0;j<ndim;j++) {
+							psum[j]=0.5*(p[i][j]+p[ilo][j]);
+							p[i][j]=psum[j];
+						}
+						y[i]=funk(psum);
+					}
+				}
+				iter -= ndim;
+				get_psum(p,psum);
+			}
+		} else ++iter;
+	}
+}