numericalrecipes.txt

Numerical Recipes 之程序列表说明

这是《C语言数值算法程序大全》和《Fortran语言数值算法程序大全》 
(电子工业出版社，1995.6，傅祖芸，赵梅娜，丁岩译)中的程序， 
英文书名是 
《Numerical Recipies in C/Fortran , the Art of Scientific Computing》， 
2nd Edition,剑桥大学出版社，1992， 
W.H. Press, S. A. Teukolsky, W.T. Vetterling, B.P. Flannery著 
几乎包含了数值算法的所有方面，是不可多得的使用算法程序库。 
下面是主要章节的标题： 
1 序言 
2 线性代数方程组求解 
3 内插法和外推法 
4 函数数值积分 
5 函数求值 
6 特殊函数 
7 随机数 
8 排序 
9 求根和非线性方程组 
10 函数极值 
11 特征系统 
12 FFT 
13 傅立叶谱的应用（含小波） 
14 数据的统计分析 
15 最小二乘法 
16 常微分方程组 
17 两点边界问题 
18 积分方程与反演理论 
19 偏微分方程 
20 少数的数值算法 
ADDINT  interpolate and add, used by {MGLIN} (19.6) 
AIRY    Airy functions (6.7) 
AMEBSA  simulated annealing in continuous spaces (10.9) 
AMOEBA  minimize in N-dimensions by downhill simplex method (10.4) 
AMOTRY  evaluate a trial point, used by {AMOEBA} (10.4) 
AMOTSA  evaluate a trial point, used by {AMEBSA} (10.9) 
ANNEAL  traveling salesman problem by simulated annealing (10.9) 
ANORM2  utility used by {MGFAS} (19.6) 
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} (20.5) 
ASOLVE  used by {LINBCG} for preconditioner (2.7) 
ATIMES  used by {LINBCG} for sparse multiplication (2.7) 
AVEVAR  calculate mean and variance of a data set (14.2) 
BADLUK  Friday the 13th when the moon is full (1.1) 
BALANC  balance a nonsymmetric matrix (11.5) 
BANBKS  band diagonal systems, backsubstitution (2.4) 
BANDEC  band diagonal systems, decomposition (2.4) 
BANMUL  multiply vector by band diagonal matrix (2.4) 
BCUCOF  construct two-dimensional bicubic (3.6) 
BCUINT  two-dimensional bicubic interpolation (3.6) 
BESCHB  Chebyshev expansion used by {BESSJY} (6.7) 
BESSI   modified Bessel function I of integer order (6.6) 
BESSI0  modified Bessel function I_0 (6.6) 
BESSI1  modified Bessel function I_1 (6.6) 
BESSIK  modified Bessel functions of fractional order (6.7) 
BESSJ   Bessel function J of general integer order (6.5) 
BESSJ0  Bessel function J_0 (6.5) 
BESSJ1  Bessel function J_1 (6.5) 
BESSJY  Bessel functions of fractional order (6.7) 
BESSK   modified Bessel function K of integer order (6.6) 
BESSK0  modified Bessel function K_0 (6.6) 
BESSK1  modified Bessel function K_1 (6.6) 
BESSY   Bessel function Y of general integer order (6.5) 
BESSY0  Bessel function Y_0 (6.5) 
BESSY1  Bessel function Y_1 (6.5) 
BETA    beta function (6.1) 
BETACF  continued fraction used by {BETAI} (6.4) 
BETAI   incomplete beta function (6.4) 
BICO    binomial coefficients function (6.1) 
BKSUB   backsubstitution, used by {SOLVDE} (17.3) 
BNLDEV  binomial distributed random deviates (7.3) 
BRENT   find minimum of a function by Brent's method (10.2) 
BROYDN  secant method for systems of equations (9.7) 
BSSTEP  integrate ODEs, Bulirsch-Stoer step (16.4) 
CALDAT  calendar date from Julian day number (1.1) 
CHDER   derivative of a function already Chebyshev fitted (5.9) 
CHEBEV  Chebyshev polynomial evaluation (5.8) 
CHEBFT  fit a Chebyshev polynomial to a function (5.8) 
CHEBPC  polynomial coefficients from a Chebyshev fit (5.10) 
CHINT   integrate a function already Chebyshev fitted (5.9) 
CHIXY   used by {FITEXY} to calculate a chi^2 (15.3) 
CHOLDC  Cholesky decomposition (2.9) 
CHOLSL  Cholesky backsubstitution (2.9) 
CHSONE  chi-square test for difference between data and model (14.3) 
CHSTWO  chi-square test for difference between two data sets (14.3) 
CISI    cosine and sine integrals Ci and Si (6.9) 
CNTAB1  contingency table analysis using chi-square (14.4) 
CNTAB2  contingency table analysis using entropy measure (14.4) 
COMPLEX utility routine provided for complex arithmetic 
CONVLV  convolution or deconvolution of data using FFT (13.1) 
COPY    utility used by {MGLIN}, {MGFAS} (19.6) 
CORREL  correlation or autocorrelation of data using FFT (13.2) 
COSFT1  fast cosine transform with endpoints (12.3) 
COSFT2  ``staggered'' fast cosine transform (12.3) 
COVSRT  rearrange covariance matrix, used by {LFIT} (15.4) 
CRANK   replaces array elements by their rank (14.6) 
CYCLIC  solution of cyclic tridiagonal systems (2.7) 
DAUB4   Daubechies 4-coefficient wavelet filter (13.10) 
DAWSON  Dawson's integral (6.10) 
DBRENT  find minimum of a function using derivative information (10.3) 
DDPOLY  evaluate a polynomial and its derivatives (5.3) 
DECCHK  decimal check digit calculation or verification (20.3) 
DERIVS  sample derivatives routine for {STIFF} (16.6) 
DF1DIM  alternative function used by {LINMIN} (10.6) 
DFPMIN  minimize in N-dimensions by variable metric method (10.7) 
DFRIDR  numerical derivative by Ridders' method (5.7) 
DFTCOR  compute endpoint corrections for Fourier integrals (13.9) 
DFTINT  high-accuracy Fourier integrals (13.9) 
DIFEQ   spheroidal matrix coefficients, used by {SFROID} (17.4) 
DPYTHAG, DREALFT, DSPRSAX, DSPRSTX, DSVBKSB, DSVDCMP 
        double precision versions of routines minus initial D 
ECLASS  determine equivalence classes from list (8.6) 
ECLAZZ  determine equivalence classes from procedure (8.6) 
EI      exponential integral Ei (6.3) 
EIGSRT  eigenvectors, sorts into order by eigenvalue (11.1) 
ELLE    Legendre elliptic integral of the second kind (6.11) 
ELLF    Legendre elliptic integral of the first kind (6.11) 
ELLPI   Legendre elliptic integral of the third kind (6.11) 
ELMHES  reduce a general matrix to Hessenberg form (11.5) 
ERFF    error function (6.2) 
ERFFC   complementary error function (6.2) 
ERFCC   complementary error function, concise routine (6.2) 
EULSUM  sum a series by Euler--van Wijngaarden algorithm (5.1) 
EVLMEM  power spectral estimation from MEM coefficients (13.7) 
EXPDEV  exponential random deviates (7.2) 
EXPINT  exponential integral E_n (6.3) 
F1DIM   function used by {LINMIN} (10.5) 
FACTLN  logarithm of factorial function (6.1) 
FACTRL  factorial function (6.1) 
FASPER  power spectrum of unevenly sampled larger data sets (13.8) 
FDJAC   finite-difference Jacobian, used by {NEWT} (9.7) 
FGAUSS  fit a sum of Gaussians using {MRQMIN} (15.5) 
FILL0   utility used by {MGLIN} (19.6) 
FIT     least-squares fit data to a straight line (15.2) 
FITEXY  fit data to a straight line, errors in both x and y (15.3) 
FIXRTS  reflect roots of a polynomial into unit circle (13.6) 
FLEG    fit a Legendre polynomial using {LFIT} or {SVDFIT} (15.4) 
FLMOON  calculate phases of the moon by date (1.0) 
FMIN    norm of a vector function, used by {NEWT} (9.7) 
FOUR1   fast Fourier transform (FFT) in one dimension (12.2) 
FOUREW  rewind and permute files, used by {FOURFS} (12.6) 
FOURFS  FFT for huge data sets on external media (12.6) 
FOURN   fast Fourier transform in multidimensions (12.4) 
FPOLY   fit a polynomial using {LFIT} or {SVDFIT} (15.4) 
FRED2   solve linear Fredholm equations of the second kind (18.1) 
FREDEX  example of solving a singular Fredholm equation (18.3) 
FREDIN  interpolate solutions obtained with {fred2} (18.1) 
FRENEL  Fresnel integrals S(x) and C(x) (6.9) 
FRPRMN  minimize in N-dimensions by conjugate gradient (10.6) 
FTEST   F-test for difference of variances (14.2) 
GAMDEV  gamma-law distribution random deviates (7.3) 
GAMMLN  logarithm of gamma function (6.1) 
GAMMP   incomplete gamma function (6.2) 
GAMMQ   complement of incomplete gamma function (6.2) 
GASDEV  normally distributed random deviates (7.2) 
GAUCOF  quadrature weights from orthogonal polynomials (4.5) 
GAUHER  Gauss-Hermite weights and abscissas (4.5) 
GAUJAC  Gauss-Jacobi weights and abscissas (4.5) 
GAULAG  Gauss-Laguerre weights and abscissas (4.5) 
GAULEG  Gauss-Legendre weights and abscissas (4.5) 
GAUSSJ  Gauss-Jordan matrix inversion and linear equation solution (2.1) 
GCF     continued fraction used by {GAMMP} and {GAMMQ} (6.2) 
GOLDEN  find minimum of a function by golden section search (10.1) 
GSER    series used by {GAMMP} and {GAMMQ} (6.2) 
HPSEL   find M largest values, without altering an array (8.5) 
HPSORT  sort an array by heapsort method (8.3) 
HQR     eigenvalues of a Hessenberg matrix (11.6) 
HUFAPP  append bits to a Huffman code, used by {HUFMAK} (20.4) 
HUFDEC  use Huffman code to decode and decompress a character (20.4) 
HUFENC  use Huffman code to encode and compress a character (20.4) 
HUFMAK  construct a Huffman code (20.4) 
HUNT    search a table when calls are correlated (3.4) 
HYPDRV  complex hypergeometric function, derivative of (6.12) 
HYPGEO  complex hypergeometric function (6.12) 
HYPSER  complex hypergeometric function, series evaluation (6.12) 
ICRC    cyclic redundancy checksum (20.3) 
ICRC1   cyclic redundancy checksum, used by {ICRC} (20.3) 
IGRAY   Gray code and its inverse (20.2) 
IINDEXX integer array version of {INDEXX} (8.4) 
INDEXX  construct an index for an array (8.4) 
INTERP  bilinear prolongation, used by {MGLIN}, {MGFAS} (19.6) 
IRBIT1  random bit sequence (7.4) 
IRBIT2  random bit sequence (7.4) 
JACOBI  eigenvalues and eigenvectors of a symmetric matrix (11.1) 
JACOBN  sample Jacobian routine for {STIFF} (16.6) 
JULDAY  Julian Day number from calendar date (1.1) 
KENDL1  correlation between two data sets, Kendall's tau (14.6) 
KENDL2  contingency table analysis using Kendall's tau (14.6) 
KERMOM  sample routine for moments of a singular kernel (18.3) 
KS2D1S  K-S test in two dimensions, data vs. model (14.7) 
KS2D2S  K-S test in two dimensions, data vs. data (14.7) 
KSONE   Kolmogorov-Smirnov test of data against model (14.3) 
KSTWO   Kolmogorov-Smirnov test between two data sets (14.3) 
LAGUER  find a root of a polynomial by Laguerre's method (9.5) 
LFIT    general linear least-squares fit by normal equations (15.4) 
LINBCG  biconjugate gradient solution of sparse systems (2.7) 
LINMIN  minimum of a function along a ray in N-dimensions (10.5) 
LNSRCH  search along a line, used by {NEWT} (9.7) 
LOCATE  search an ordered table by bisection (3.4) 
LOP     applies nonlinear operator, used by {MGFAS} (19.6) 
LUBKSB  linear equation solution, backsubstitution (2.3) 
LUDCMP  linear equation solution, LU decomposition (2.3) 
MACHAR  diagnose computer's floating arithmetic (20.1) 
MALOC   memory allocation utility used by {MGLIN}, {MGFAS} (19.6) 
MATADD  utility used by {MGFAS} (19.6) 
MATSUB  utility used by {MGFAS} (19.6) 
MEDFIT  fit data to a straight line robustly, least absolute deviation (15.7) 
MEMCOF  evaluate maximum entropy (MEM) coefficients (13.6) 
METROP  Metropolis algorithm, used by {ANNEAL} (10.9) 
MGFAS   nonlinear elliptic PDE solved by multigrid method (19.6) 
MGLIN   linear elliptic PDE solved by multigrid method (19.6) 
MIDEXP  integrate a function that decreases exponentially (4.4) 
MIDINF  integrate a function on a semi-infinite interval (4.4) 
MIDPNT  extended midpoint rule (4.4) 
MIDSQL  integrate a function with lower square-root singularity (4.4) 
MIDSQU  integrate a function with upper square-root singularity (4.4) 
MISER   recursive multidimensional Monte Carlo integration (7.8) 
MMID    integrate ODEs by modified midpoint method (16.3) 
MNBRAK  bracket the minimum of a function (10.1) 
MNEWT   Newton's method for systems of equations (9.6) 
MOMENT  calculate moments of a data set (14.1) 
MP2DFR  multiple precision conversion to decimal base (20.6) 
MPDIV   multiple precision divide and remainder (20.6) 
MPINV   multiple precision reciprocal (20.6) 
MPMUL   multiple precision multiply, using FFT methods (20.6) 
MPOPS   multiple precision arithmetic, simpler operations (20.6) 
MPPI    multiple precision example, compute many digits of pi (20.6) 
MPROVE  linear equation solution, iterative improvement (2.5) 
MPSQRT  multiple precision square root (20.6) 
MRQCOF  used by {MRQMIN} to evaluate coefficients (15.5) 
MRQMIN  nonlinear least-squares fit, Marquardt's method (15.5) 
NEWT    globally convergent multi-dimensional Newton's method (9.7) 
NRUTIL  file containing utility routines for memory allocation, etc. 
ODEINT  integrate ODEs with accuracy monitoring (16.2) 
ORTHOG  construct nonclassical orthogonal polynomials (4.5) 
PADE    Pade approximant from power series coefficients (5.12) 
PCCHEB  inverse of {CHEBPC}; use to economize power series (5.11) 
PCSHFT  polynomial coefficients of a shifted polynomial (5.10) 
PEARSN  Pearson's correlation between two data sets (14.5) 
PERIOD  power spectrum of unevenly sampled data (13.8) 
PIKSR2  sort two arrays by straight insertion (8.1) 
PIKSRT  sort an array by straight insertion (8.1)