add numerical recipes library

lib/nr/cpp/recipes/solvde.cpp

@@ -0,0 +1,73 @@
+#include <iostream>
+#include <iomanip>
+#include <cmath>
+#include "nr.h"
+using namespace std;
+
+void NR::solvde(const int itmax, const DP conv, const DP slowc,
+	Vec_I_DP &scalv, Vec_I_INT &indexv, const int nb, Mat_IO_DP &y)
+{
+	int ic1,ic2,ic3,ic4,it,j,j1,j2,j3,j4,j5,j6,j7,j8,j9;
+	int jc1,jcf,jv,k,k1,k2,km,kp,nvars;
+	DP err,errj,fac,vmax,vz;
+
+	int ne=y.nrows();
+	int m=y.ncols();
+	Vec_INT kmax(ne);
+	Vec_DP ermax(ne);
+	Mat3D_DP c(ne,ne-nb+1,m+1);
+	Mat_DP s(ne,2*ne+1);
+	k1=0; k2=m;
+	nvars=ne*m;
+	j1=0,j2=nb,j3=nb,j4=ne,j5=j4+j1;
+	j6=j4+j2,j7=j4+j3,j8=j4+j4,j9=j8+j1;
+	ic1=0,ic2=ne-nb,ic3=ic2,ic4=ne;
+	jc1=0,jcf=ic3;
+	for (it=0;it<itmax;it++) {
+		k=k1;
+		difeq(k,k1,k2,j9,ic3,ic4,indexv,s,y);
+		pinvs(ic3,ic4,j5,j9,jc1,k1,c,s);
+		for (k=k1+1;k<k2;k++) {
+			kp=k;
+			difeq(k,k1,k2,j9,ic1,ic4,indexv,s,y);
+			red(ic1,ic4,j1,j2,j3,j4,j9,ic3,jc1,jcf,kp,c,s);
+			pinvs(ic1,ic4,j3,j9,jc1,k,c,s);
+		}
+		k=k2;
+		difeq(k,k1,k2,j9,ic1,ic2,indexv,s,y);
+		red(ic1,ic2,j5,j6,j7,j8,j9,ic3,jc1,jcf,k2,c,s);
+		pinvs(ic1,ic2,j7,j9,jcf,k2,c,s);
+		bksub(ne,nb,jcf,k1,k2,c);
+		err=0.0;
+		for (j=0;j<ne;j++) {
+			jv=indexv[j];
+			errj=vmax=0.0;
+			km=0;
+			for (k=k1;k<k2;k++) {
+				vz=fabs(c[jv][0][k]);
+				if (vz > vmax) {
+					vmax=vz;
+					km=k+1;
+				}
+				errj += vz;
+			}
+			err += errj/scalv[j];
+			ermax[j]=c[jv][0][km-1]/scalv[j];
+			kmax[j]=km;
+		}
+		err /= nvars;
+		fac=(err > slowc ? slowc/err : 1.0);
+		for (j=0;j<ne;j++) {
+			jv=indexv[j];
+			for (k=k1;k<k2;k++)
+			y[j][k] -= fac*c[jv][0][k];
+		}
+		cout << setw(8) << "Iter.";
+		cout << setw(10) << "Error" << setw(10) <<  "FAC" << endl;
+		cout << setw(6) << it;
+		cout << fixed << setprecision(6) << setw(13) << err;
+		cout << setw(12) << fac << endl;
+		if (err < conv) return;
+	}
+	nrerror("Too many iterations in solvde");
+}