Computer Programs by Chapter and Section 1.0 flmoon calculate phases of the moon by date 1.1 julday Julian Day number from calendar date 1.1 badluk Friday the 13th when the moon is full 1.1 caldat calendar date from Julian day number 物经经分 Sample page 2.1 gaussj Gauss-Jordan matrix inversion and linear equation solution 2.3 ludcmp linear equation solution,LU decomposition 2.3 lubksb linear equation solution,backsubstitution 2.4 tridag solution of tridiagonal systems 2.4 banmul multiply vector by band diagonal matrix 2.4 bandec band diagonal systems.decomposition 2.4 banbks band diagonal systems,backsubstitution 2.5 mprove linear equation solution,iterative improvement 2.6 svbksb singular value backsubstitution 2.6 svdcmp singular value decomposition of a matrix 2.6 pythag calculate (a2+b2)1/2 without overflow Permission is granted for interet users to make one paper copy for their 2.7 cyclic solution of cyclic tridiagonal systems 2.7 sprsin convert matrix to sparse format 2.7 sprsax product of sparse matrix and vector 2.7 sprstx product of transpose sparse matrix and vector 2.7 sprstp transpose of sparse matrix 2.7 sprspm pattern multiply two sparse matrices 2.7 sprstm threshold multiply two sparse matrices 2.7 linbcg biconjugate gradient solution of sparse systems 2.7 snrm used by linbcg for vector norm 2.7 atimes used by linbcg for sparse multiplication 2.7 asolve used by linbcg for preconditioner 2.8 vander solve Vandermonde systems 2.8 toeplz solve Toeplitz systems http://ww.nr.com or call 1-800-872-7423(North America only),orsend email to directcustserv@cambridge.org(outside North America). 2.9 choldc Cholesky decomposition Copyright(C)1988-1992 by Numerical Recipes Software. 2.9 cholsl Cholesky backsubstitution 2.10 qrdcmp QR decomposition 2.10 qrsolv OR backsubstitution 2.10 rsolv right triangular backsubstitution 2.10 qrupdt update a OR decomposition 2.10 rotate Jacobi rotation used by qrupdt 3.1 polint polynomial interpolation 3.2 ratint rational function interpolation 3.3 spline construct a cubic spline 3.3 splint cubic spline interpolation 3.4 locate search an ordered table by bisection XIX
Permission is granted for internet users to make one paper copy for their own personal use. Further reproduction, or any copyin Copyright (C) 1988-1992 by Cambridge University Press. Programs Copyright (C) 1988-1992 by Numerical Recipes Software. Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5) g of machinereadable files (including this one) to any server computer, is strictly prohibited. To order Numerical Recipes books or CDROMs, visit website http://www.nr.com or call 1-800-872-7423 (North America only), or send email to directcustserv@cambridge.org (outside North America). Computer Programs by Chapter and Section 1.0 flmoon calculate phases of the moon by date 1.1 julday Julian Day number from calendar date 1.1 badluk Friday the 13th when the moon is full 1.1 caldat calendar date from Julian day number 2.1 gaussj Gauss-Jordan matrix inversion and linear equation solution 2.3 ludcmp linear equation solution, LU decomposition 2.3 lubksb linear equation solution, backsubstitution 2.4 tridag solution of tridiagonal systems 2.4 banmul multiply vector by band diagonal matrix 2.4 bandec band diagonal systems, decomposition 2.4 banbks band diagonal systems, backsubstitution 2.5 mprove linear equation solution, iterative improvement 2.6 svbksb singular value backsubstitution 2.6 svdcmp singular value decomposition of a matrix 2.6 pythag calculate (a2 + b2)1/2 without overflow 2.7 cyclic solution of cyclic tridiagonal systems 2.7 sprsin convert matrix to sparse format 2.7 sprsax product of sparse matrix and vector 2.7 sprstx product of transpose sparse matrix and vector 2.7 sprstp transpose of sparse matrix 2.7 sprspm pattern multiply two sparse matrices 2.7 sprstm threshold multiply two sparse matrices 2.7 linbcg biconjugate gradient solution of sparse systems 2.7 snrm used by linbcg for vector norm 2.7 atimes used by linbcg for sparse multiplication 2.7 asolve used by linbcg for preconditioner 2.8 vander solve Vandermonde systems 2.8 toeplz solve Toeplitz systems 2.9 choldc Cholesky decomposition 2.9 cholsl Cholesky backsubstitution 2.10 qrdcmp QR decomposition 2.10 qrsolv QR backsubstitution 2.10 rsolv right triangular backsubstitution 2.10 qrupdt update a QR decomposition 2.10 rotate Jacobi rotation used by qrupdt 3.1 polint polynomial interpolation 3.2 ratint rational function interpolation 3.3 spline construct a cubic spline 3.3 splint cubic spline interpolation 3.4 locate search an ordered table by bisection xix
XX Computer Programs by Chapter and Section 3.4 hunt search a table when calls are correlated 3.5 polcoe polynomial coefficients from table of values 3.5 polcof polynomial coefficients from table of values 3.6 polin2 two-dimensional polynomial interpolation 3.6 bcucof construct two-dimensional bicubic 3.6 bcuint two-dimensional bicubic interpolation 3.6 splie2 construct two-dimensional spline 3.6 splin2 two-dimensional spline interpolation Permission is Sample page 4.2 trapzd trapezoidal rule 4.2 qtrap integrate using trapezoidal rule 42 qsimp integrate using Simpson's rule 4.3 qromb integrate using Romberg adaptive method 4.4 midpnt extended midpoint rule 4.4 qromo integrate using open Romberg adaptive method 4.4 midinf integrate a function on a semi-infinite interval 4.4 midsql integrate a function with lower square-root singularity 4.4 midsqu integrate a function with upper square-root singularity http://www.nr.com or call 1-800-872-7423 (North America 4.4 midexp integrate a function that decreases exponentially granted for internet users to make one paper 4.5 qgaus integrate a function by Gaussian quadratures 4.5 gauleg Gauss-Legendre weights and abscissas 4.5 gaulag Gauss-Laguerre weights and abscissas readable files(including this one)to any server computer,is strictly prohibited. 4.5 gauher Gauss-Hermite weights and abscissas 4.5 gaujac Gauss-Jacobi weights and abscissas copy for their 4.5 gaucof quadrature weights from orthogonal polynomials 4.5 orthog construct nonclassical orthogonal polynomials 4.6 quad3d integrate a function over a three-dimensional space 5.1 eulsum sum a series by Euler-van Wijngaarden algorithm 5.3 ddpoly evaluate a polynomial and its derivatives Copyright(C)1988-1992 by Cambridge University Press.Programs Copyright(C)1988-1992 by Numerical Recipes from NUMERICAL RECIPES IN C:THE ART OF SCIENTIFIC COMPUTING(ISBN 0-521-43108-5) 5.3 poldiv divide one polynomial by another 5.3 ratval evaluate a rational function 5.7 dfridr numerical derivative by Ridders'method 5.8 chebft fit a Chebyshev polynomial to a function personal use.Further reproduction,or 5.8 chebev Chebyshev polynomial evaluation 5.9 chder derivative of a function already Chebyshev fitted 5.9 chint integrate a function already Chebyshev fitted only),orsend email to directcustserv@cambridge.org (outside North America) 5.10 chebpc polynomial coefficients from a Chebyshev fit Software. 5.10 pcshft polynomial coefficients of a shifted polynomial 5.11 pccheb inverse of chebpc:use to economize power series 5.12 pade Pade approximant from power series coefficients ying of machine 5.13 ratlsq rational fit by least-squares method 6.1 gammln logarithm of gamma function 6.1 factrl factorial function 6.1 bico binomial coefficients function 6.1 factln logarithm of factorial function
xx Computer Programs by Chapter and Section Permission is granted for internet users to make one paper copy for their own personal use. Further reproduction, or any copyin Copyright (C) 1988-1992 by Cambridge University Press. Programs Copyright (C) 1988-1992 by Numerical Recipes Software. Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5) g of machinereadable files (including this one) to any server computer, is strictly prohibited. To order Numerical Recipes books or CDROMs, visit website http://www.nr.com or call 1-800-872-7423 (North America only), or send email to directcustserv@cambridge.org (outside North America). 3.4 hunt search a table when calls are correlated 3.5 polcoe polynomial coefficients from table of values 3.5 polcof polynomial coefficients from table of values 3.6 polin2 two-dimensional polynomial interpolation 3.6 bcucof construct two-dimensional bicubic 3.6 bcuint two-dimensional bicubic interpolation 3.6 splie2 construct two-dimensional spline 3.6 splin2 two-dimensional spline interpolation 4.2 trapzd trapezoidal rule 4.2 qtrap integrate using trapezoidal rule 4.2 qsimp integrate using Simpson’s rule 4.3 qromb integrate using Romberg adaptive method 4.4 midpnt extended midpoint rule 4.4 qromo integrate using open Romberg adaptive method 4.4 midinf integrate a function on a semi-infinite interval 4.4 midsql integrate a function with lower square-root singularity 4.4 midsqu integrate a function with upper square-root singularity 4.4 midexp integrate a function that decreases exponentially 4.5 qgaus integrate a function by Gaussian quadratures 4.5 gauleg Gauss-Legendre weights and abscissas 4.5 gaulag Gauss-Laguerre weights and abscissas 4.5 gauher Gauss-Hermite weights and abscissas 4.5 gaujac Gauss-Jacobi weights and abscissas 4.5 gaucof quadrature weights from orthogonal polynomials 4.5 orthog construct nonclassical orthogonal polynomials 4.6 quad3d integrate a function over a three-dimensional space 5.1 eulsum sum a series by Euler–van Wijngaarden algorithm 5.3 ddpoly evaluate a polynomial and its derivatives 5.3 poldiv divide one polynomial by another 5.3 ratval evaluate a rational function 5.7 dfridr numerical derivative by Ridders’ method 5.8 chebft fit a Chebyshev polynomial to a function 5.8 chebev Chebyshev polynomial evaluation 5.9 chder derivative of a function already Chebyshev fitted 5.9 chint integrate a function already Chebyshev fitted 5.10 chebpc polynomial coefficients from a Chebyshev fit 5.10 pcshft polynomial coefficients of a shifted polynomial 5.11 pccheb inverse of chebpc; use to economize power series 5.12 pade Pade approximant from power series coefficients ´ 5.13 ratlsq rational fit by least-squares method 6.1 gammln logarithm of gamma function 6.1 factrl factorial function 6.1 bico binomial coefficients function 6.1 factln logarithm of factorial function
Computer Programs by Chapter and Section XXI 6.1 beta beta function 62 gammp incomplete gamma function 6.2 gammg complement of incomplete gamma function 6.2 gser series used by gammp and gammq 6.2 gcf continued fraction used by gammp and gammq 6.2 erff error function 6.2 erffc complementary error function 6.2 erfcc complementary error function,concise routine 63 expint exponential integral En Permission is Sample page 6.3 ei exponential integral Ei 6.4 betai incomplete beta function 6.4 betacf continued fraction used by betai 6.5 bessj0 Bessel function Jo 6.5 bessy0 Bessel function Yo 6.5 bessj1 Bessel function/1 6.5 bessy1 Bessel function Y 6.5 bessy Bessel function Y of general integer order 6.5 bessj Bessel function/of general integer order http://www.nr.com or call 1-800-872-7423 (North America 6.6 bessi0 modified Bessel function To 6.6 bessk0 modified Bessel function Ko 6.6 bessi1 modified Bessel function /1 6.6 bessk1 modified Bessel function KI readable files(including this one)to any server computer,is strictly prohibited. granted for internet users to make one paper copy for their 6.6 bessk modified Bessel function K of integer order 6.6 bessi modified Bessel function I of integer order 6.7 bessjy Bessel functions of fractional order 6.7 beschb Chebyshev expansion used by bessjy 67 bessik modified Bessel functions of fractional order 6.7 airy Airy functions only),or send email to directcustsen 6.7 sphbes spherical Bessel functions in and yn 6.8 plgndr Legendre polynomials,associated (spherical harmonics) personaluse.Further reproduction,or Copyright (C)1988-1992 by Cambridge University Press.Programs Copyright(C)1988-1992 by Numerical Recipes from NUMERICAL RECIPES IN C:THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5) 6.9 frenel Fresnel integrals S(x)and C(x) 6.9 cisi cosine and sine integrals Ci and Si 6.10 dawson Dawson's integral 6.11 rf Carlson's elliptic integral of the first kind 6.11 rd Carlson's elliptic integral of the second kind 6.11 rj Carlson's elliptic integral of the third kind 6.11 rc Carlson's degenerate elliptic integral 6.11 ellf Legendre elliptic integral of the first kind 6.11 elle Legendre elliptic integral of the second kind @cambridge.org(outside North America). 0 Software. 6.11 ellpi Legendre elliptic integral of the third kind 6.11 sncndn Jacobian elliptic functions ying of machine 6.12 hypgeo complex hypergeometric function 6.12 hypser complex hypergeometric function,series evaluation 6.12 hypdrv complex hypergeometric function,derivative of 7.1 ran0 random deviate by Park and Miller minimal standard 7.1 ran1 random deviate,minimal standard plus shuffle
Computer Programs by Chapter and Section xxi Permission is granted for internet users to make one paper copy for their own personal use. Further reproduction, or any copyin Copyright (C) 1988-1992 by Cambridge University Press. Programs Copyright (C) 1988-1992 by Numerical Recipes Software. Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5) g of machinereadable files (including this one) to any server computer, is strictly prohibited. To order Numerical Recipes books or CDROMs, visit website http://www.nr.com or call 1-800-872-7423 (North America only), or send email to directcustserv@cambridge.org (outside North America). 6.1 beta beta function 6.2 gammp incomplete gamma function 6.2 gammq complement of incomplete gamma function 6.2 gser series used by gammp and gammq 6.2 gcf continued fraction used by gammp and gammq 6.2 erff error function 6.2 erffc complementary error function 6.2 erfcc complementary error function, concise routine 6.3 expint exponential integral En 6.3 ei exponential integral Ei 6.4 betai incomplete beta function 6.4 betacf continued fraction used by betai 6.5 bessj0 Bessel function J0 6.5 bessy0 Bessel function Y0 6.5 bessj1 Bessel function J1 6.5 bessy1 Bessel function Y1 6.5 bessy Bessel function Y of general integer order 6.5 bessj Bessel function J of general integer order 6.6 bessi0 modified Bessel function I0 6.6 bessk0 modified Bessel function K0 6.6 bessi1 modified Bessel function I1 6.6 bessk1 modified Bessel function K1 6.6 bessk modified Bessel function K of integer order 6.6 bessi modified Bessel function I of integer order 6.7 bessjy Bessel functions of fractional order 6.7 beschb Chebyshev expansion used by bessjy 6.7 bessik modified Bessel functions of fractional order 6.7 airy Airy functions 6.7 sphbes spherical Bessel functions jn and yn 6.8 plgndr Legendre polynomials, associated (spherical harmonics) 6.9 frenel Fresnel integrals S(x) and C(x) 6.9 cisi cosine and sine integrals Ci and Si 6.10 dawson Dawson’s integral 6.11 rf Carlson’s elliptic integral of the first kind 6.11 rd Carlson’s elliptic integral of the second kind 6.11 rj Carlson’s elliptic integral of the third kind 6.11 rc Carlson’s degenerate elliptic integral 6.11 ellf Legendre elliptic integral of the first kind 6.11 elle Legendre elliptic integral of the second kind 6.11 ellpi Legendre elliptic integral of the third kind 6.11 sncndn Jacobian elliptic functions 6.12 hypgeo complex hypergeometric function 6.12 hypser complex hypergeometric function, series evaluation 6.12 hypdrv complex hypergeometric function, derivative of 7.1 ran0 random deviate by Park and Miller minimal standard 7.1 ran1 random deviate, minimal standard plus shuffle
xxii Computer Programs by Chapter and Section 7.1 ran2 random deviate by L'Ecuyer long period plus shuffle 7.1 ran3 random deviate by Knuth subtractive method 7.2 expdev exponential random deviates 7.2 gasdev normally distributed random deviates 7.3 gamdev gamma-law distribution random deviates 7.3 poidev Poisson distributed random deviates 7.3 bnldev binomial distributed random deviates 7.4 irbit1 random bit sequence 7.4 irbit2 random bit sequence readable files Permission is Sample page 7.5 psdes “pseudo-DES”hashing of64bits 7.5 ran4 random deviates from DES-like hashing 7.7 sobseq Sobol's quasi-random sequence (including this one) granted fori 7.8 vegas adaptive multidimensional Monte Carlo integration 7.8 rebin sample rebinning used by vegas internet 7.8 miser recursive multidimensional Monte Carlo integration 7.8 ranpt get random point,used by miser 8.1 piksrt sort an array by straight insertion http://www.nr.com or call 1-800-872-7423 (North America 8.1 piksr2 sort two arrays by straight insertion 8.1 shell sort an array by Shell's method 8.2 sort sort an array by quicksort method 8.2 sort2 sort two arrays by quicksort method 8.3 hpsort sort an array by heapsort method 8.4 indexx construct an index for an array to any server computer,is strictly prohibited. t users to make one paper copy for their 8.4 sort3 sort,use an index to sort 3 or more arrays 8.4 rank construct a rank table for an array 8.5 select find the Nth largest in an array 8.5 selip find the Nth largest,without altering an array 8.5 hpsel find M largest values,without altering an array 8.6 eclass determine equivalence classes from list personal use.Further reproduction,or Copyright (C)1988-1992 by Cambridge University Press.Programs Copyright(C)1988-1992 by Numerical Recipes from NUMERICAL RECIPES IN C:THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5) 8.6 eclazz determine equivalence classes from procedure 9.0 scrsho graph a function to search for roots 9.1 zbrac outward search for brackets on roots 9.1 zbrak inward search for brackets on roots 9.1 rtbis find root of a function by bisection 9.2 rtflsp find root of a function by false-position only),orsend email to directcustserv@cambridge.org(outside North America). 92 rtsec find root of a function by secant method Software. 9.2 zriddr find root of a function by Ridders'method 9.3 zbrent find root of a function by Brent's method 9.4 rtnewt find root of a function by Newton-Raphson ying of machine 9.4 rtsafe find root of a function by Newton-Raphson and bisection 9.5 laguer find a root of a polynomial by Laguerre's method 95 zroots roots of a polynomial by Laguerre's method with deflation 9.5 zrhqr roots of a polynomial by eigenvalue methods 9.5 qroot complex or double root of a polynomial,Bairstow
xxii Computer Programs by Chapter and Section Permission is granted for internet users to make one paper copy for their own personal use. Further reproduction, or any copyin Copyright (C) 1988-1992 by Cambridge University Press. Programs Copyright (C) 1988-1992 by Numerical Recipes Software. Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5) g of machinereadable files (including this one) to any server computer, is strictly prohibited. To order Numerical Recipes books or CDROMs, visit website http://www.nr.com or call 1-800-872-7423 (North America only), or send email to directcustserv@cambridge.org (outside North America). 7.1 ran2 random deviate by L’Ecuyer long period plus shuffle 7.1 ran3 random deviate by Knuth subtractive method 7.2 expdev exponential random deviates 7.2 gasdev normally distributed random deviates 7.3 gamdev gamma-law distribution random deviates 7.3 poidev Poisson distributed random deviates 7.3 bnldev binomial distributed random deviates 7.4 irbit1 random bit sequence 7.4 irbit2 random bit sequence 7.5 psdes “pseudo-DES” hashing of 64 bits 7.5 ran4 random deviates from DES-like hashing 7.7 sobseq Sobol’s quasi-random sequence 7.8 vegas adaptive multidimensional Monte Carlo integration 7.8 rebin sample rebinning used by vegas 7.8 miser recursive multidimensional Monte Carlo integration 7.8 ranpt get random point, used by miser 8.1 piksrt sort an array by straight insertion 8.1 piksr2 sort two arrays by straight insertion 8.1 shell sort an array by Shell’s method 8.2 sort sort an array by quicksort method 8.2 sort2 sort two arrays by quicksort method 8.3 hpsort sort an array by heapsort method 8.4 indexx construct an index for an array 8.4 sort3 sort, use an index to sort 3 or more arrays 8.4 rank construct a rank table for an array 8.5 select find the Nth largest in an array 8.5 selip find the Nth largest, without altering an array 8.5 hpsel find M largest values, without altering an array 8.6 eclass determine equivalence classes from list 8.6 eclazz determine equivalence classes from procedure 9.0 scrsho graph a function to search for roots 9.1 zbrac outward search for brackets on roots 9.1 zbrak inward search for brackets on roots 9.1 rtbis find root of a function by bisection 9.2 rtflsp find root of a function by false-position 9.2 rtsec find root of a function by secant method 9.2 zriddr find root of a function by Ridders’ method 9.3 zbrent find root of a function by Brent’s method 9.4 rtnewt find root of a function by Newton-Raphson 9.4 rtsafe find root of a function by Newton-Raphson and bisection 9.5 laguer find a root of a polynomial by Laguerre’s method 9.5 zroots roots of a polynomial by Laguerre’s method with deflation 9.5 zrhqr roots of a polynomial by eigenvalue methods 9.5 qroot complex or double root of a polynomial, Bairstow
Computer Programs by Chapter and Section xxiii 9.6 mnewt Newton's method for systems of equations 9.7 Insrch search along a line,used by newt 9.7 newt globally convergent multi-dimensional Newton's method 9.7 fdjac finite-difference Jacobian,used by newt 9.7 fmin norm of a vector function,used by newt 9.7 broydn secant method for systems of equations 10.1 mnbrak bracket the minimum of a function 10.1 golden find minimum of a function by golden section search http://www.nr read able files Permission is opyright(C Sample page 10.2 brent find minimum of a function by Brent's method 10.3 dbrent find minimum of a function using derivative information 83 10.4 amoeba minimize in N-dimensions by downhill simplex method granted for 10.4 amotry evaluate a trial point,used by amoeba 10.5 powell minimize in N-dimensions by Powell's method 11-800-872 (including this one) 10.5 linmin minimum of a function along a ray in N-dimensions 10.5 fidim function used by linmin 7423 1988-1992 by Cambridge University Press.Programs Copyright(C) tusers to make one paper from NUMERICAL RECIPES IN 10.6 frprmn minimize in N-dimensions by conjugate gradient 10.6 dlinmin minimum of a function along a ray using derivatives 10.6 df1dim function used by dlinmin 10.7 dfpmin minimize in N-dimensions by variable metric method (North America to any server computer,is strictly prohibited. THE 10.8 simplx linear programming maximization of a linear function 10.8 simp1 linear programming,used by simplx only). ART 10.8 simp2 linear programming,used by simplx 10.8 simp3 linear programming,used by simplx send copy for their 10.9 anneal traveling salesman problem by simulated annealing 10.9 revcst cost of a reversal,used by anneal email 10.9 reverse do a reversal,used by anneal 10.9 trncst cost of a transposition,used by anneal 10.9 trnspt do a transposition,used by anneal 10.9 metrop Metropolis algorithm.used by anneal 10.9 amebsa simulated annealing in continuous spaces 10.9 amotsa evaluate a trial point,used by amebsa OF SCIENTIFIC COMPUTING(ISBN 0-521-43108-5) 11.1 jacobi eigenvalues and eigenvectors of a symmetric matrix To order Numerical Recipes books or personal use.Further reproduction,or 1988-1992 by Numerical Recipes 11.1 eigsrt eigenvectors,sorts into order by eigenvalue 11.2 tred2 Householder reduction of a real,symmetric matrix 11.3 tqli eigensolution of a symmetric tridiagonal matrix 11.5 balanc balance a nonsymmetric matrix Software. 11.5 elmhes reduce a general matrix to Hessenberg form @cambridge.org(outside North America). 11.6 hgr eigenvalues of a Hessenberg matrix 12.2 four1 fast Fourier transform (FFT)in one dimension 12.3 twofft fast Fourier transform of two real functions 12.3 realft fast Fourier transform of a single real function 12.3 sinft fast sine transform 12.3 cosft1 fast cosine transform with endpoints 12.3 cosft2 "staggered"fast cosine transform
Computer Programs by Chapter and Section xxiii Permission is granted for internet users to make one paper copy for their own personal use. Further reproduction, or any copyin Copyright (C) 1988-1992 by Cambridge University Press. Programs Copyright (C) 1988-1992 by Numerical Recipes Software. Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5) g of machinereadable files (including this one) to any server computer, is strictly prohibited. To order Numerical Recipes books or CDROMs, visit website http://www.nr.com or call 1-800-872-7423 (North America only), or send email to directcustserv@cambridge.org (outside North America). 9.6 mnewt Newton’s method for systems of equations 9.7 lnsrch search along a line, used by newt 9.7 newt globally convergent multi-dimensional Newton’s method 9.7 fdjac finite-difference Jacobian, used by newt 9.7 fmin norm of a vector function, used by newt 9.7 broydn secant method for systems of equations 10.1 mnbrak bracket the minimum of a function 10.1 golden find minimum of a function by golden section search 10.2 brent find minimum of a function by Brent’s method 10.3 dbrent find minimum of a function using derivative information 10.4 amoeba minimize in N-dimensions by downhill simplex method 10.4 amotry evaluate a trial point, used by amoeba 10.5 powell minimize in N-dimensions by Powell’s method 10.5 linmin minimum of a function along a ray in N-dimensions 10.5 f1dim function used by linmin 10.6 frprmn minimize in N-dimensions by conjugate gradient 10.6 dlinmin minimum of a function along a ray using derivatives 10.6 df1dim function used by dlinmin 10.7 dfpmin minimize in N-dimensions by variable metric method 10.8 simplx linear programming maximization of a linear function 10.8 simp1 linear programming, used by simplx 10.8 simp2 linear programming, used by simplx 10.8 simp3 linear programming, used by simplx 10.9 anneal traveling salesman problem by simulated annealing 10.9 revcst cost of a reversal, used by anneal 10.9 reverse do a reversal, used by anneal 10.9 trncst cost of a transposition, used by anneal 10.9 trnspt do a transposition, used by anneal 10.9 metrop Metropolis algorithm, used by anneal 10.9 amebsa simulated annealing in continuous spaces 10.9 amotsa evaluate a trial point, used by amebsa 11.1 jacobi eigenvalues and eigenvectors of a symmetric matrix 11.1 eigsrt eigenvectors, sorts into order by eigenvalue 11.2 tred2 Householder reduction of a real, symmetric matrix 11.3 tqli eigensolution of a symmetric tridiagonal matrix 11.5 balanc balance a nonsymmetric matrix 11.5 elmhes reduce a general matrix to Hessenberg form 11.6 hqr eigenvalues of a Hessenberg matrix 12.2 four1 fast Fourier transform (FFT) in one dimension 12.3 twofft fast Fourier transform of two real functions 12.3 realft fast Fourier transform of a single real function 12.3 sinft fast sine transform 12.3 cosft1 fast cosine transform with endpoints 12.3 cosft2 “staggered” fast cosine transform
XXIV Computer Programs by Chapter and Section 12.4 fourn fast Fourier transform in multidimensions 12.5 rlft3 FFT of real data in two or three dimensions 12.6 fourfs FFT for huge data sets on external media 12.6 fourew rewind and permute files,used by fourfs 13.1 convlv convolution or deconvolution of data using FFT 132 correl correlation or autocorrelation of data using FFT 13.4 spctrm power spectrum estimation using FFT 13.6 memcof evaluate maximum entropy(MEM)coefficients http://www.nr. readable files Permission is 13.6 fixrts reflect roots of a polynomial into unit circle 13.6 predic linear prediction using MEM coefficients 83 13.7 evlmem power spectral estimation from MEM coefficients granted for 13.8 period power spectrum of unevenly sampled data 13.8 fasper power spectrum of unevenly sampled larger data sets (including this one) 13.8 spread extirpolate value into array,used by fasper 11-800-872 13.9 dftcor compute endpoint corrections for Fourier integrals from NUMERICAL RECIPES IN 13.9 dftint high-accuracy Fourier integrals 13.10 wt1 one-dimensional discrete wavelet transform 13.10 daub4 Daubechies 4-coefficient wavelet filter 13.10 pwtset initialize coefficients for pwt (North America tusers to make one paper THE 13.10 pwt partial wavelet transform 1988-1992 by Cambridge University Press.Programs 13.10 wtn multidimensional discrete wavelet transform only),or 14.1 moment calculate moments of a data set send to any server computer,is strictly prohibited. copy for their 14.2 ttest Student's t-test for difference of means 14.2 avevar calculate mean and variance of a data set 14.2 Copyright(C) tutest Student's t-test for means,case of unequal variances 14.2 tptest Student's t-test for means,case of paired data 14.2 ftest F-test for difference of variances email to directcustsen 14.3 chsone chi-square test for difference between data and model 14.3 chstwo chi-square test for difference between two data sets 14.3 ksone Kolmogorov-Smirnov test of data against model v@cambri 14.3 kstwo Kolmogorov-Smirnov test between two data sets 14.3 probks Kolmogorov-Smirnov probability function 1988-1992 by Numerical Recipes ART OF SCIENTIFIC COMPUTING(ISBN 0-521-43108-5) 14.4 cntab1 contingency table analysis using chi-square 14.4 cntab2 contingency table analysis using entropy measure 14.5 pearsn Pearson's correlation between two data sets 14.6 spear Spearman's rank correlation between two data sets Software. 14.6 crank replaces array elements by their rank ridge.org (outside North America). 14.6 kendl1 correlation between two data sets,Kendall's tau 14.6 kend12 contingency table analysis using Kendall's tau 14.7 ks2d1s K-S test in two dimensions,data vs.model 14.7 quadct count points by quadrants,used by ks2d1s 14.7 quadv1 quadrant probabilities,used by ks2d1s 14.7 ks2d2s K-S test in two dimensions,data vs.data 14.8 savgol Savitzky-Golay smoothing coefficients
xxiv Computer Programs by Chapter and Section Permission is granted for internet users to make one paper copy for their own personal use. Further reproduction, or any copyin Copyright (C) 1988-1992 by Cambridge University Press. Programs Copyright (C) 1988-1992 by Numerical Recipes Software. Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5) g of machinereadable files (including this one) to any server computer, is strictly prohibited. To order Numerical Recipes books or CDROMs, visit website http://www.nr.com or call 1-800-872-7423 (North America only), or send email to directcustserv@cambridge.org (outside North America). 12.4 fourn fast Fourier transform in multidimensions 12.5 rlft3 FFT of real data in two or three dimensions 12.6 fourfs FFT for huge data sets on external media 12.6 fourew rewind and permute files, used by fourfs 13.1 convlv convolution or deconvolution of data using FFT 13.2 correl correlation or autocorrelation of data using FFT 13.4 spctrm power spectrum estimation using FFT 13.6 memcof evaluate maximum entropy (MEM) coefficients 13.6 fixrts reflect roots of a polynomial into unit circle 13.6 predic linear prediction using MEM coefficients 13.7 evlmem power spectral estimation from MEM coefficients 13.8 period power spectrum of unevenly sampled data 13.8 fasper power spectrum of unevenly sampled larger data sets 13.8 spread extirpolate value into array, used by fasper 13.9 dftcor compute endpoint corrections for Fourier integrals 13.9 dftint high-accuracy Fourier integrals 13.10 wt1 one-dimensional discrete wavelet transform 13.10 daub4 Daubechies 4-coefficient wavelet filter 13.10 pwtset initialize coefficients for pwt 13.10 pwt partial wavelet transform 13.10 wtn multidimensional discrete wavelet transform 14.1 moment calculate moments of a data set 14.2 ttest Student’s t-test for difference of means 14.2 avevar calculate mean and variance of a data set 14.2 tutest Student’s t-test for means, case of unequal variances 14.2 tptest Student’s t-test for means, case of paired data 14.2 ftest F-test for difference of variances 14.3 chsone chi-square test for difference between data and model 14.3 chstwo chi-square test for difference between two data sets 14.3 ksone Kolmogorov-Smirnov test of data against model 14.3 kstwo Kolmogorov-Smirnov test between two data sets 14.3 probks Kolmogorov-Smirnov probability function 14.4 cntab1 contingency table analysis using chi-square 14.4 cntab2 contingency table analysis using entropy measure 14.5 pearsn Pearson’s correlation between two data sets 14.6 spear Spearman’s rank correlation between two data sets 14.6 crank replaces array elements by their rank 14.6 kendl1 correlation between two data sets, Kendall’s tau 14.6 kendl2 contingency table analysis using Kendall’s tau 14.7 ks2d1s K–S test in two dimensions, data vs. model 14.7 quadct count points by quadrants, used by ks2d1s 14.7 quadvl quadrant probabilities, used by ks2d1s 14.7 ks2d2s K–S test in two dimensions, data vs. data 14.8 savgol Savitzky-Golay smoothing coefficients
Computer Programs by Chapter and Section XXV 15.2 fit least-squares fit data to a straight line 15.3 fitexy fit data to a straight line,errors in both x and y 15.3 chixy used by fitexy to calculate a x2 15.4 lfit general linear least-squares fit by normal equations 15.4 covsrt rearrange covariance matrix,used by lfit 15.4 svdfit linear least-squares fit by singular value decomposition 15.4 svdvar variances from singular value decomposition 15.4 fpoly fit a polynomial using lfit or svdfit 15.4 fleg fit a Legendre polynomial using lfit or svdfit http://www.nr. Copyright (C) Sample page 15.5 mrqmin nonlinear least-squares fit,Marquardt's method 15.5 mrqcof used by mrqmin to evaluate coefficients 83 15.5 fgauss fit a sum of Gaussians using mrqmin 15.7 medfit fit data to a straight line robustly,least absolute deviation 15.7 fit data robustly,used by medfit 11-800 (including this one) granted for 19881992 rofunc 872 16.1 rk4 integrate one step of ODEs,fourth-order Runge-Kutta from NUMERICAL RECIPES IN 16.1 rkdumb integrate ODEs by fourth-order Runge-Kutta 16.2 rkqs integrate one step of ODEs with accuracy monitoring 16.2 rkck Cash-Karp-Runge-Kutta step used by rkqs 16.2 integrate ODEs with accuracy monitoring to any server computer, odeint (North America tusers to make one paper THE 16.3 mmid integrate ODEs by modified midpoint method by Cambridge University Press.Programs ART 16.4 bsstep integrate ODEs,Bulirsch-Stoer step 是 16.4 pzextr polynomial extrapolation,used by bsstep 16.4 rzextr rational function extrapolation,used by bsstep send copy for their 16.5 stoerm integrate conservative second-order ODEs strictly prohibited. 16.6 stiff integrate stiff ODEs by fourth-order Rosenbrock email Copyright(C) 16.6 jacobn sample Jacobian routine for stiff 16.6 derivs sample derivatives routine for stiff To order 16.6 simpr integrate stiff ODEs by semi-implicit midpoint rule 16.6 stifbs integrate stiff ODEs,Bulirsch-Stoer step OF SCIENTIFIC COMPUTING (ISBN 0-521 17.1 shoot solve two point boundary value problem by shooting v@cambri 17.2 shootf ditto,by shooting to a fitting point 17.3 solvde two point boundary value problem,solve by relaxation 1988-1992 by Numerical Recipes 17.3 1-431085 bksub backsubstitution,used by solvde 17.3 pinvs diagonalize a sub-block,used by solvde 17.3 red reduce columns of a matrix.used by solvde 17.4 sfroid spheroidal functions by method of solvde Software. 17.4 difeq spheroidal matrix coefficients,used by sfroid 17.4 spheroidal functions by method of shoot (outside North America) sphoot 17.4 sphfpt spheroidal functions by method of shootf ying of machine visit website 18.1 fred2 solve linear Fredholm equations of the second kind 18.1 fredin interpolate solutions obtained with fred2 18.2 voltra linear Volterra equations of the second kind 183 wwghts quadrature weights for an arbitrarily singular kernel 18.3 kermom sample routine for moments of a singular kernel
Computer Programs by Chapter and Section xxv Permission is granted for internet users to make one paper copy for their own personal use. Further reproduction, or any copyin Copyright (C) 1988-1992 by Cambridge University Press. Programs Copyright (C) 1988-1992 by Numerical Recipes Software. Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5) g of machinereadable files (including this one) to any server computer, is strictly prohibited. To order Numerical Recipes books or CDROMs, visit website http://www.nr.com or call 1-800-872-7423 (North America only), or send email to directcustserv@cambridge.org (outside North America). 15.2 fit least-squares fit data to a straight line 15.3 fitexy fit data to a straight line, errors in both x and y 15.3 chixy used by fitexy to calculate a χ2 15.4 lfit general linear least-squares fit by normal equations 15.4 covsrt rearrange covariance matrix, used by lfit 15.4 svdfit linear least-squares fit by singular value decomposition 15.4 svdvar variances from singular value decomposition 15.4 fpoly fit a polynomial using lfit or svdfit 15.4 fleg fit a Legendre polynomial using lfit or svdfit 15.5 mrqmin nonlinear least-squares fit, Marquardt’s method 15.5 mrqcof used by mrqmin to evaluate coefficients 15.5 fgauss fit a sum of Gaussians using mrqmin 15.7 medfit fit data to a straight line robustly, least absolute deviation 15.7 rofunc fit data robustly, used by medfit 16.1 rk4 integrate one step of ODEs, fourth-order Runge-Kutta 16.1 rkdumb integrate ODEs by fourth-order Runge-Kutta 16.2 rkqs integrate one step of ODEs with accuracy monitoring 16.2 rkck Cash-Karp-Runge-Kutta step used by rkqs 16.2 odeint integrate ODEs with accuracy monitoring 16.3 mmid integrate ODEs by modified midpoint method 16.4 bsstep integrate ODEs, Bulirsch-Stoer step 16.4 pzextr polynomial extrapolation, used by bsstep 16.4 rzextr rational function extrapolation, used by bsstep 16.5 stoerm integrate conservative second-order ODEs 16.6 stiff integrate stiff ODEs by fourth-order Rosenbrock 16.6 jacobn sample Jacobian routine for stiff 16.6 derivs sample derivatives routine for stiff 16.6 simpr integrate stiff ODEs by semi-implicit midpoint rule 16.6 stifbs integrate stiff ODEs, Bulirsch-Stoer step 17.1 shoot solve two point boundary value problem by shooting 17.2 shootf ditto, by shooting to a fitting point 17.3 solvde two point boundary value problem, solve by relaxation 17.3 bksub backsubstitution, used by solvde 17.3 pinvs diagonalize a sub-block, used by solvde 17.3 red reduce columns of a matrix, used by solvde 17.4 sfroid spheroidal functions by method of solvde 17.4 difeq spheroidal matrix coefficients, used by sfroid 17.4 sphoot spheroidal functions by method of shoot 17.4 sphfpt spheroidal functions by method of shootf 18.1 fred2 solve linear Fredholm equations of the second kind 18.1 fredin interpolate solutions obtained with fred2 18.2 voltra linear Volterra equations of the second kind 18.3 wwghts quadrature weights for an arbitrarily singular kernel 18.3 kermom sample routine for moments of a singular kernel
XXVI Computer Programs by Chapter and Section 18.3 quadmx sample routine for a quadrature matrix 18.3 fredex example of solving a singular Fredholm equation 19.5 sor elliptic PDE solved by successive overrelaxation method 19.6 mglin linear elliptic PDE solved by multigrid method 19.6 rstrct half-weighting restriction,used by mglin,mgfas 19.6 interp bilinear prolongation,used by mglin,mgfas 19.6 addint interpolate and add,used by mglin 19.6 slvsml solve on coarsest grid,used by mglin http://www.n read able files Permission is opyright(C Sample page 19.6 relax Gauss-Seidel relaxation,used by mglin 19.6 resid calculate residual,used by mglin 83 19.6 copy utility used by mglin,mgfas 19.6 f1110 utility used by mglin (including this one) granted fori 19.6 mgfas nonlinear elliptic PDE solved by multigrid method internet 19.6 relax2 Gauss-Seidel relaxation,used by mgfas 11-800-872 19.6 slvsm2 solve on coarsest grid,used by mgfas from NUMERICAL RECIPES IN 19.6 lop applies nonlinear operator,used by mgfas 19.6 matadd utility used by mgfas 19.6 matsub utility used by mgfas 19.6 anorm2 -7423(North America utility used by mgfas to any server computer,is tusers to make one paper 1988-1992 by Cambridge University Press.Programs THE 20.1 machar diagnose computer's floating arithmetic only). 20.2 igray Gray code and its inverse 20.3 icrc1 cyclic redundancy checksum,used by icrc copy for their 20.3 icrc cyclic redundancy checksum strictly prohibited. 20.3 decchk decimal check digit calculation or verification Copyright(C) 20.4 hufmak construct a Huffman code 20.4 hufapp append bits to a Huffman code,used by hufmak 20.4 rsend email to directcustser hufenc use Huffman code to encode and compress a character 20.4 hufdec use Huffman code to decode and decompress a character ART OF SCIENTIFIC COMPUTING(ISBN 0-521 20.5 arcmak construct an arithmetic code 20.5 arcode encode or decode a character using arithmetic coding v@cambri 20.5 arcsum add integer to byte string,used by arcode 20.6 mpops multiple precision arithmetic,simpler operations VUDE0 1988-1992 by Numerical Recipes 1-431085 20.6 mpmul multiple precision multiply,using FFT methods 20.6 mpinv multiple precision reciprocal 20.6 mpdiv multiple precision divide and remainder 20.6 mpsqrt multiple precision square root Software. 20.6 mp2dfr multiple precision conversion to decimal base 20.6 (outside North America) mppi multiple precision example,compute many digits of
xxvi Computer Programs by Chapter and Section Permission is granted for internet users to make one paper copy for their own personal use. Further reproduction, or any copyin Copyright (C) 1988-1992 by Cambridge University Press. Programs Copyright (C) 1988-1992 by Numerical Recipes Software. Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5) g of machinereadable files (including this one) to any server computer, is strictly prohibited. To order Numerical Recipes books or CDROMs, visit website http://www.nr.com or call 1-800-872-7423 (North America only), or send email to directcustserv@cambridge.org (outside North America). 18.3 quadmx sample routine for a quadrature matrix 18.3 fredex example of solving a singular Fredholm equation 19.5 sor elliptic PDE solved by successive overrelaxation method 19.6 mglin linear elliptic PDE solved by multigrid method 19.6 rstrct half-weighting restriction, used by mglin, mgfas 19.6 interp bilinear prolongation, used by mglin, mgfas 19.6 addint interpolate and add, used by mglin 19.6 slvsml solve on coarsest grid, used by mglin 19.6 relax Gauss-Seidel relaxation, used by mglin 19.6 resid calculate residual, used by mglin 19.6 copy utility used by mglin, mgfas 19.6 fill0 utility used by mglin 19.6 mgfas nonlinear elliptic PDE solved by multigrid method 19.6 relax2 Gauss-Seidel relaxation, used by mgfas 19.6 slvsm2 solve on coarsest grid, used by mgfas 19.6 lop applies nonlinear operator, used by mgfas 19.6 matadd utility used by mgfas 19.6 matsub utility used by mgfas 19.6 anorm2 utility used by mgfas 20.1 machar diagnose computer’s floating arithmetic 20.2 igray Gray code and its inverse 20.3 icrc1 cyclic redundancy checksum, used by icrc 20.3 icrc cyclic redundancy checksum 20.3 decchk decimal check digit calculation or verification 20.4 hufmak construct a Huffman code 20.4 hufapp append bits to a Huffman code, used by hufmak 20.4 hufenc use Huffman code to encode and compress a character 20.4 hufdec use Huffman code to decode and decompress a character 20.5 arcmak construct an arithmetic code 20.5 arcode encode or decode a character using arithmetic coding 20.5 arcsum add integer to byte string, used by arcode 20.6 mpops multiple precision arithmetic, simpler operations 20.6 mpmul multiple precision multiply, using FFT methods 20.6 mpinv multiple precision reciprocal 20.6 mpdiv multiple precision divide and remainder 20.6 mpsqrt multiple precision square root 20.6 mp2dfr multiple precision conversion to decimal base 20.6 mppi multiple precision example, compute many digits of π
