add numerical recipes library

lib/nr/cpp/recipes/gaussj.cpp

@@ -0,0 +1,52 @@
+#include <cmath>
+#include "nr.h"
+using namespace std;
+
+void NR::gaussj(Mat_IO_DP &a, Mat_IO_DP &b)
+{
+	int i,icol,irow,j,k,l,ll;
+	DP big,dum,pivinv;
+
+	int n=a.nrows();
+	int m=b.ncols();
+	Vec_INT indxc(n),indxr(n),ipiv(n);
+	for (j=0;j<n;j++) ipiv[j]=0;
+	for (i=0;i<n;i++) {
+		big=0.0;
+		for (j=0;j<n;j++)
+			if (ipiv[j] != 1)
+				for (k=0;k<n;k++) {
+					if (ipiv[k] == 0) {
+						if (fabs(a[j][k]) >= big) {
+							big=fabs(a[j][k]);
+							irow=j;
+							icol=k;
+						}
+					}
+				}
+		++(ipiv[icol]);
+		if (irow != icol) {
+			for (l=0;l<n;l++) SWAP(a[irow][l],a[icol][l]);
+			for (l=0;l<m;l++) SWAP(b[irow][l],b[icol][l]);
+		}
+		indxr[i]=irow;
+		indxc[i]=icol;
+		if (a[icol][icol] == 0.0) nrerror("gaussj: Singular Matrix");
+		pivinv=1.0/a[icol][icol];
+		a[icol][icol]=1.0;
+		for (l=0;l<n;l++) a[icol][l] *= pivinv;
+		for (l=0;l<m;l++) b[icol][l] *= pivinv;
+		for (ll=0;ll<n;ll++)
+			if (ll != icol) {
+				dum=a[ll][icol];
+				a[ll][icol]=0.0;
+				for (l=0;l<n;l++) a[ll][l] -= a[icol][l]*dum;
+				for (l=0;l<m;l++) b[ll][l] -= b[icol][l]*dum;
+			}
+	}
+	for (l=n-1;l>=0;l--) {
+		if (indxr[l] != indxc[l])
+			for (k=0;k<n;k++)
+				SWAP(a[k][indxr[l]],a[k][indxc[l]]);
+	}
+}