add numerical recipes library

lib/nr/cpp/recipes/ludcmp.cpp

@@ -0,0 +1,53 @@
+#include <cmath>
+#include "nr.h"
+using namespace std;
+
+void NR::ludcmp(Mat_IO_DP &a, Vec_O_INT &indx, DP &d)
+{
+	const DP TINY=1.0e-20;
+	int i,imax,j,k;
+	DP big,dum,sum,temp;
+
+	int n=a.nrows();
+	Vec_DP vv(n);
+	d=1.0;
+	for (i=0;i<n;i++) {
+		big=0.0;
+		for (j=0;j<n;j++)
+			if ((temp=fabs(a[i][j])) > big) big=temp;
+		if (big == 0.0) nrerror("Singular matrix in routine ludcmp");
+		vv[i]=1.0/big;
+	}
+	for (j=0;j<n;j++) {
+		for (i=0;i<j;i++) {
+			sum=a[i][j];
+			for (k=0;k<i;k++) sum -= a[i][k]*a[k][j];
+			a[i][j]=sum;
+		}
+		big=0.0;
+		for (i=j;i<n;i++) {
+			sum=a[i][j];
+			for (k=0;k<j;k++) sum -= a[i][k]*a[k][j];
+			a[i][j]=sum;
+			if ((dum=vv[i]*fabs(sum)) >= big) {
+				big=dum;
+				imax=i;
+			}
+		}
+		if (j != imax) {
+			for (k=0;k<n;k++) {
+				dum=a[imax][k];
+				a[imax][k]=a[j][k];
+				a[j][k]=dum;
+			}
+			d = -d;
+			vv[imax]=vv[j];
+		}
+		indx[j]=imax;
+		if (a[j][j] == 0.0) a[j][j]=TINY;
+		if (j != n-1) {
+			dum=1.0/(a[j][j]);
+			for (i=j+1;i<n;i++) a[i][j] *= dum;
+		}
+	}
+}