add numerical recipes library

2025-09-12 18:55:25 +09:00
parent d4dff245bd
commit 2c75620ec9
1344 changed files with 63869 additions and 0 deletions
--- a/lib/nr/cpp/recipes/fasper.cpp
+++ b/lib/nr/cpp/recipes/fasper.cpp
@@ -0,0 +1,63 @@
+#include <cmath>
+#include "nr.h"
+using namespace std;
+
+void NR::fasper(Vec_I_DP &x, Vec_I_DP &y, const DP ofac, const DP hifac,
+	Vec_O_DP &wk1, Vec_O_DP &wk2, int &nout, int &jmax, DP &prob)
+{
+	const int MACC=4;
+	int j,k,ndim,nfreq,nfreqt;
+	DP ave,ck,ckk,cterm,cwt,den,df,effm,expy,fac,fndim,hc2wt,hs2wt,
+		hypo,pmax,sterm,swt,var,xdif,xmax,xmin;
+
+	int n=x.size();
+	int nwk=wk1.size();
+	nout=0.5*ofac*hifac*n;
+	nfreqt=ofac*hifac*n*MACC;
+	nfreq=64;
+	while (nfreq < nfreqt) nfreq <<= 1;
+	ndim=nfreq << 1;
+	if (ndim > nwk) nrerror("workspaces too small in fasper");
+	avevar(y,ave,var);
+	if (var == 0.0) nrerror("zero variance in fasper");
+	xmin=x[0];
+	xmax=xmin;
+	for (j=1;j<n;j++) {
+		if (x[j] < xmin) xmin=x[j];
+		if (x[j] > xmax) xmax=x[j];
+	}
+	xdif=xmax-xmin;
+	Vec_DP wk1_t(0.0,ndim);
+	Vec_DP wk2_t(0.0,ndim);
+	fac=ndim/(xdif*ofac);
+	fndim=ndim;
+	for (j=0;j<n;j++) {
+		ck=fmod((x[j]-xmin)*fac,fndim);
+		ckk=2.0*(ck++);
+		ckk=fmod(ckk,fndim);
+		++ckk;
+		spread(y[j]-ave,wk1_t,ck,MACC);
+		spread(1.0,wk2_t,ckk,MACC);
+	}
+	realft(wk1_t,1);
+	realft(wk2_t,1);
+	df=1.0/(xdif*ofac);
+	pmax = -1.0;
+	for (k=2,j=0;j<nout;j++,k+=2) {
+		hypo=sqrt(wk2_t[k]*wk2_t[k]+wk2_t[k+1]*wk2_t[k+1]);
+		hc2wt=0.5*wk2_t[k]/hypo;
+		hs2wt=0.5*wk2_t[k+1]/hypo;
+		cwt=sqrt(0.5+hc2wt);
+		swt=SIGN(sqrt(0.5-hc2wt),hs2wt);
+		den=0.5*n+hc2wt*wk2_t[k]+hs2wt*wk2_t[k+1];
+		cterm=SQR(cwt*wk1_t[k]+swt*wk1_t[k+1])/den;
+		sterm=SQR(cwt*wk1_t[k+1]-swt*wk1_t[k])/(n-den);
+		wk1[j]=(j+1)*df;
+		wk2[j]=(cterm+sterm)/(2.0*var);
+		if (wk2[j] > pmax) pmax=wk2[jmax=j];
+	}
+	expy=exp(-pmax);
+	effm=2.0*nout/ofac;
+	prob=effm*expy;
+	if (prob > 0.01) prob=1.0-pow(1.0-expy,effm);
+}