add numerical recipes library

lib/nr/k_and_r/recipes/frprmn.c

@@ -0,0 +1,55 @@
+
+#include <math.h>
+#include "nrutil.h"
+#define ITMAX 200
+#define EPS 1.0e-10
+#define FREEALL free_vector(xi,1,n);free_vector(h,1,n);free_vector(g,1,n);
+
+void frprmn(p,n,ftol,iter,fret,func,dfunc)
+float (*func)(),*fret,ftol,p[];
+int *iter,n;
+void (*dfunc)();
+{
+	void linmin();
+	int j,its;
+	float gg,gam,fp,dgg;
+	float *g,*h,*xi;
+
+	g=vector(1,n);
+	h=vector(1,n);
+	xi=vector(1,n);
+	fp=(*func)(p);
+	(*dfunc)(p,xi);
+	for (j=1;j<=n;j++) {
+		g[j] = -xi[j];
+		xi[j]=h[j]=g[j];
+	}
+	for (its=1;its<=ITMAX;its++) {
+		*iter=its;
+		linmin(p,xi,n,fret,func);
+		if (2.0*fabs(*fret-fp) <= ftol*(fabs(*fret)+fabs(fp)+EPS)) {
+			FREEALL
+			return;
+		}
+		fp= *fret;
+		(*dfunc)(p,xi);
+		dgg=gg=0.0;
+		for (j=1;j<=n;j++) {
+			gg += g[j]*g[j];
+			dgg += (xi[j]+g[j])*xi[j];
+		}
+		if (gg == 0.0) {
+			FREEALL
+			return;
+		}
+		gam=dgg/gg;
+		for (j=1;j<=n;j++) {
+			g[j] = -xi[j];
+			xi[j]=h[j]=g[j]+gam*h[j];
+		}
+	}
+	nrerror("Too many iterations in frprmn");
+}
+#undef ITMAX
+#undef EPS
+#undef FREEALL