Fortran77数值计算f0-2

Sample page from NUMERICAL RECIPES IN FORTRAN 77: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43064-X)Copyright (C) 1986-1992 by Cambridge University Press.Programs Copyright (C) 1986-1992 by Numerical Recipes Software. Permission is granted for internet users to make one paper copy for their own personal use. Further reproduction, or any copying of machine-readable files (including this one) to any server computer, is strictly prohibited. To order Numerical Recipes books or CDROMs, visit website or call 1-800-872-7423 (North America only),or send email to directcustserv@ (outside North America).Computer Programs by Chapter and Section1.0flmoon calculate phases of the moon by date1.1julday Julian Day number from calendar date1.1badluk Friday the13th when the moon is full1.1caldat calendar date from Julian day number2.1gaussj Gauss-Jordan matrix inversion and linear equation solution2.3ludcmp linear equation solution,LU decomposition2.3lubksb linear equation solution,backsubstitution2.4tridag solution of tridiagonal systems2.4banmul multiply vector by band diagonal matrix2.4bandec band diagonal systems,decomposition2.4banbks band diagonal systems,backsubstitution2.5mprove linear equation solution,iterative improvement2.6svbksb singular value backsubstitution2.6svdcmp singular value decomposition of a matrix2.6pythag calculate(a2+b2)1/2without overflow2.7cyclic solution of cyclic tridiagonal systems2.7sprsin convert matrix to sparse format2.7sprsax product of sparse matrix and vector2.7sprstx product of transpose sparse matrix and vector2.7sprstp transpose of sparse matrix2.7sprspm pattern multiply two sparse matrices2.7sprstm threshold multiply two sparse matrices2.7linbcg biconjugate gradient solution of sparse systems2.7snrm used by linbcg for vector norm2.7atimes used by linbcg for sparse multiplication2.7asolve used by linbcg for preconditioner2.8vander solve Vandermonde systems2.8toeplz solve Toeplitz systems2.9choldc Cholesky decomposition2.9cholsl Cholesky backsubstitution2.10qrdcmp QR decomposition2.10qrsolv QR backsubstitution2.10rsolv right triangular backsubstitution2.10qrupdt update a QR decomposition2.10rotate Jacobi rotation used by qrupdt 3.1polint polynomial interpolation
3.2ratint rational function interpolation
3.3spline construct a cubic spline
3.3splint cubic spline interpolation
3.4locate search an ordered table by bisection
xxiv
Computer Programs by Chapter and Section xxv Sample page from NUMERICAL RECIPES IN FORTRAN 77: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43064-X)Copyright (C) 1986-1992 by Cambridge University Press.Programs Copyright (C) 1986-1992 by Numerical Recipes Software. Permission is granted for internet users to make one paper copy for their own personal use. Further reproduction, or any copying of machine-readable files (including this one) to any server computer, is strictly prohibited. To order Numerical Recipes books or CDROMs, visit website or call 1-800-872-7423 (North America only),or send email to directcustserv@ (outside North America).3.4hunt search a table when calls are correlated3.5polcoe polynomial coefficients from table of values3.5polcof polynomial coefficients from table of values3.6polin2two-dimensional polynomial interpolation3.6bcucof construct two-dimensional bicubic3.6bcuint two-dimensional bicubic interpolation3.6splie2construct two-dimensional spline3.6splin2two-dimensional spline interpolation4.2trapzd trapezoidal rule4.2qtrap integrate using trapezoidal rule4.2qsimp integrate using Simpson’s rule4.3qromb integrate using Romberg adaptive method4.4midpnt extended midpoint rule4.4qromo integrate using open Romberg adaptive method4.4midinf integrate a function on a semi-infinite interval4.4midsql integrate a function with lower square-root singularity4.4midsqu integrate a function with upper square-root singularity4.4midexp integrate a function that decreases exponentially4.5qgaus integrate a function by Gaussian quadratures4.5gauleg Gauss-Legendre weights and abscissas4.5gaulag Gauss-Laguerre weights and abscissas4.5gauher Gauss-Hermite weights and abscissas4.5gaujac Gauss-Jacobi weights and abscissas4.5gaucof quadrature weights from orthogonal polynomials4.5orthog construct nonclassical orthogonal polynomials4.6quad3d integrate a function over a three-dimensional space5.1eulsum sum a series by Euler–van Wijngaarden algorithm5.3ddpoly evaluate a polynomial and its derivatives5.3poldiv divide one polynomial by another5.3ratval evaluate a rational function5.7dfridr numerical derivative by Ridders’method5.8chebftfit a Chebyshev polynomial to a function5.8chebev Chebyshev polynomial evaluation5.9chder derivative of a function already Chebyshevfitted5.9chint integrate a function already Chebyshevfitted5.10chebpc polynomial coefficients from a Chebyshevfit5.10pcshft polynomial coefficients of a shifted polynomial5.11pccheb inverse of chebpc;use to economize power series5.12pade Pad´e approximant from power series coefficients
5.13ratlsq rationalfit by least-squares method
6.1gammln logarithm of gamma function
6.1factrl factorial function
6.1bico binomial coefficients function
6.1factln logarithm of factorial function
xxvi Computer Programs by Chapter and Section Sample page from NUMERICAL RECIPES IN FORTRAN 77: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43064-X)Copyright (C) 1986-1992 by Cambridge University Press.Programs Copyright (C) 1986-1992 by Numerical Recipes Software. Permission is granted for internet users to make one paper copy for their own personal use. Further reproduction, or any copying of machine-readable files (including this one) to any server computer, is strictly prohibited. To order Numerical Recipes books or CDROMs, visit website or call 1-800-872-7423 (North America only),or send email to directcustserv@ (outside North America).6.1beta beta function6.2gammp incomplete gamma function6.2gammq complement of incomplete gamma function6.2gser series used by gammp and gammq6.2gcf continued fraction used by gammp and gammq6.2erf error function6.2erfc complementary error function6.2erfcc complementary error function,concise routine6.3expint exponential integral E n6.3ei exponential integral Ei6.4betai incomplete beta function6.4betacf continued fraction used by betai6.5bessj0Bessel function J06.5bessy0Bessel function Y06.5bessj1Bessel function J16.5bessy1Bessel function Y16.5bessy Bessel function Y of general integer order6.5bessj Bessel function J of general integer order6.6bessi0modified Bessel function I06.6bessk0modified Bessel function K06.6bessi1modified Bessel function I16.6bessk1modified Bessel function K16.6bessk modified Bessel function K of integer order6.6bessi modified Bessel function I of integer order6.7bessjy Bessel functions of fractional order6.7beschb Chebyshev expansion used by bessjy6.7bessik modified Bessel functions of fractional order6.7airy Airy functions6.7sphbes spherical Bessel functions j n and y n6.8plgndr Legendre polynomials,associated(spherical harmonics)6.9frenel Fresnel integrals S(x)and C(x)6.9cisi cosine and sine integrals Ci and Si6.10dawson Dawson’s integral6.11rf Carlson’s elliptic integral of thefirst kind6.11rd Carlson’s elliptic integral of the second kind6.11rj Carlson’s elliptic integral of the third kind6.11rc Carlson’s degenerate elliptic integral6.11ellf Legendre elliptic integral of thefirst kind6.11elle Legendre elliptic integral of the second kind6.11ellpi Legendre elliptic integral of the third kind6.11sncndn Jacobian elliptic functions
6.12hypgeo complex hypergeometric function
6.12hypser complex hypergeometric function,series evaluation
6.12hypdrv complex hypergeometric function,derivative of
7.1ran0random deviate by Park and Miller minimal standard 7.1ran1random deviate,minimal standard plus shuffle
Computer Programs by Chapter and Section xxvii Sample page from NUMERICAL RECIPES IN FORTRAN 77: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43064-X)Copyright (C) 1986-1992 by Cambridge University Press.Programs Copyright (C) 1986-1992 by Numerical Recipes Software. Permission is granted for internet users to make one paper copy for their own personal use. Further reproduction, or any copying of machine-readable files (including this one) to any server computer, is strictly prohibited. To order Numerical Recipes books or CDROMs, visit website or call 1-800-872-7423 (North America only),or send email to directcustserv@ (outside North America).7.1ran2random deviate by L’Ecuyer long period plus shuffle7.1ran3random deviate by Knuth subtractive method7.2expdev exponential random deviates7.2gasdev normally distributed random deviates7.3gamdev gamma-law distribution random deviates7.3poidev Poisson distributed random deviates7.3bnldev binomial distributed random deviates7.4irbit1random bit sequence7.4irbit2random bit sequence7.5psdes“pseudo-DES”hashing of64bits7.5ran4random deviates from DES-like hashing7.7sobseq Sobol’s quasi-random sequence7.8vegas adaptive multidimensional Monte Carlo integration7.8rebin sample rebinning used by vegas7.8miser recursive multidimensional Monte Carlo integration7.8ranpt get random point,used by miser8.1piksrt sort an array by straight insertion8.1piksr2sort two arrays by straight insertion8.1shell sort an array by Shell’s method8.2sort sort an array by quicksort method8.2sort2sort two arrays by quicksort method8.3hpsort sort an array by heapsort method8.4indexx construct an index for an array8.4sort3sort,use an index to sort3or more arrays8.4rank construct a rank table for an array8.5selectfind the N th largest in an array8.5selipfind the N th largest,without altering an array8.5hpselfind M largest values,without altering an array8.6eclass determine equivalence classes from list8.6eclazz determine equivalence classes from procedure9.0scrsho graph a function to search for roots9.1zbrac outward search for brackets on roots9.1zbrak inward search for brackets on roots9.1rtbisfind root of a function by bisection9.2rtflspfind root of a function by false-position9.2rtsecfind root of a function by secant method9.2zriddrfind root of a function by Ridders’method9.3zbrentfind root of a function by Brent’s method9.4rtnewtfind root of a function by Newton-Raphson
9.4rtsafefind root of a function by Newton-Raphson and bisection 9.5laguerfind a root of a polynomial by Laguerre’s method
9.5zroots roots of a polynomial by Laguerre’s method with
deflation
9.5zrhqr roots of a polynomial by eigenvalue methods
9.5qroot complex or double root of a polynomial,Bairstow
xxviii Computer Programs by Chapter and Section Sample page from NUMERICAL RECIPES IN FORTRAN 77: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43064-X)Copyright (C) 1986-1992 by Cambridge University Press.Programs Copyright (C) 1986-1992 by Numerical Recipes Software. Permission is granted for internet users to make one paper copy for their own personal use. Further reproduction, or any copying of machine-readable files (including this one) to any server computer, is strictly prohibited. To order Numerical Recipes books or CDROMs, visit website or call 1-800-872-7423 (North America only),or send email to directcustserv@ (outside North America).9.6mnewt Newton’s method for systems of equations9.7lnsrch search along a line,used by newt9.7newt globally convergent multi-dimensional Newton’s method9.7fdjacfinite-difference Jacobian,used by newt9.7fmin norm of a vector function,used by newt9.7broydn secant method for systems of equations10.1mnbrak bracket the minimum of a function10.1goldenfind minimum of a function by golden section search10.2brentfind minimum of a function by Brent’s method10.3dbrentfind minimum of a function using derivative information10.4amoeba minimize in N-dimensions by downhill simplex method10.4amotry evaluate a trial point,used by amoeba10.5powell minimize in N-dimensions by Powell’s method10.5linmin minimum of a function along a ray in N-dimensions10.5f1dim function used by linmin10.6frprmn minimize in N-dimensions by conjugate gradient10.6df1dim alternative function used by linmin10.7dfpmin minimize in N-dimensions by variable metric method10.8simplx linear programming maximization of a linear function10.8simp1linear programming,used by simplx10.8simp2linear programming,used by simplx10.8simp3linear programming,used by simplx10.9anneal traveling salesman problem by simulated annealing10.9revcst cost of a reversal,used by anneal10.9revers do a reversal,used by anneal10.9trncst cost of a transposition,used by anneal10.9trnspt do a transposition,used by anneal10.9metrop Metropolis algorithm,used by anneal10.9amebsa simulated annealing in continuous spaces10.9amotsa evaluate a trial point,used by amebsa11.1jacobi eigenvalues and eigenvectors of a symmetric matrix11.1eigsrt eigenvectors,sorts into order by eigenvalue11.2tred2Householder reduction of a real,symmetric matrix11.3tqli eigensolution of a symmetric tridiagonal matrix11.5balanc balance a nonsymmetric matrix11.5elmhes reduce a general matrix to Hessenberg form11.6hqr eigenvalues of a Hessenberg matrix12.2four1fast Fourier transform(FFT)in one dimension
12.3twofft fast Fourier transform of two real functions 12.3realft fast Fourier transform of a single real function 12.3sinft fast sine transform
12.3cosft1fast cosine transform with endpoints
12.3cosft2“staggered”fast cosine transform
12.4fourn fast Fourier transform in multidimensions
Computer Programs by Chapter and Section xxix Sample page from NUMERICAL RECIPES IN FORTRAN 77: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43064-X)Copyright (C) 1986-1992 by Cambridge University Press.Programs Copyright (C) 1986-1992 by Numerical Recipes Software. Permission is granted for internet users to make one paper copy for their own personal use. Further reproduction, or any copying of machine-readable files (including this one) to any server computer, is strictly prohibited. To order Numerical Recipes books or CDROMs, visit website or call 1-800-872-7423 (North America only),or send email to directcustserv@ (outside North America).12.5rlft3FFT of real data in two or three dimensions12.6fourfs FFT for huge data sets on external media12.6fourew rewind and permutefiles,used by fourfs13.1convlv convolution or deconvolution of data using FFT13.2correl correlation or autocorrelation of data using FFT13.4spctrm power spectrum estimation using FFT13.6memcof evaluate maximum entropy(MEM)coefficients13.6fixrts reflect roots of a polynomial into unit circle13.6predic linear prediction using MEM coefficients13.7evlmem power spectral estimation from MEM coefficients13.8period power spectrum of unevenly sampled data13.8fasper power spectrum of unevenly sampled larger data sets13.8spread extirpolate value into array,used by fasper13.9dftcor compute endpoint corrections for Fourier integrals13.9dftint high-accuracy Fourier integrals13.10wt1one-dimensional discrete wavelet transform13.10daub4Daubechies4-coefficient waveletfilter13.10pwtset initialize coefficients for pwt13.10pwt partial wavelet transform13.10wtn multidimensional discrete wavelet transform14.1moment calculate moments of a data set14.2ttest Student’s t-test for difference of means14.2avevar calculate mean and variance of a data set14.2tutest Student’s t-test for means,case of unequal variances14.2tptest Student’s t-test for means,case of paired data14.2ftest F-test for difference of variances14.3chsone chi-square test for difference between data and model14.3chstwo chi-square test for difference between two data sets14.3ksone Kolmogorov-Smirnov test of data against model14.3kstwo Kolmogorov-Smirnov test between two data sets14.3probks Kolmogorov-Smirnov probability function14.4cntab1contingency table analysis using chi-square14.4cntab2contingency table analysis using entropy measure14.5pearsn Pearson’s correlation between two data sets14.6spear Spearman’s rank correlation between two data sets14.6crank replaces array elements by their rank14.6kendl1correlation between two data sets,Kendall’s tau14.6kendl2contingency table analysis using Kendall’s tau14.7ks2d1s K–S test in two dimensions,data vs.model14.7quadct count points by quadrants,used by ks2d1s 14.7quadvl quadrant probabilities,used by ks2d1s
14.7ks2d2s K–S test in two dimensions,data vs.data
14.8savgol Savitzky-Golay smoothing coefficients
15.2fit least-squaresfit data to a straight line
xxx Computer Programs by Chapter and Section Sample page from NUMERICAL RECIPES IN FORTRAN 77: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43064-X)Copyright (C) 1986-1992 by Cambridge University Press.Programs Copyright (C) 1986-1992 by Numerical Recipes Software. Permission is granted for internet users to make one paper copy for their own personal use. Further reproduction, or any copying of machine-readable files (including this one) to any server computer, is strictly prohibited. To order Numerical Recipes books or CDROMs, visit website or call 1-800-872-7423 (North America only),or send email to directcustserv@ (outside North America).15.3fitexyfit data to a straight line,errors in both x and y15.3chixy used by fitexy to calculate aχ215.4lfit general linear least-squaresfit by normal equations15.4covsrt rearrange covariance matrix,used by lfit15.4svdfit linear least-squaresfit by singular value decomposition15.4svdvar variances from singular value decomposition15.4fpolyfit a polynomial using lfit or svdfit15.4flegfit a Legendre polynomial using lfit or svdfit15.5mrqmin nonlinear least-squaresfit,Marquardt’s method15.5mrqcof used by mrqmin to evaluate coefficients15.5fgaussfit a sum of Gaussians using mrqmin15.7medfitfit data to a straight line robustly,least absolute deviation15.7rofuncfit data robustly,used by medfit16.1rk4integrate one step of ODEs,fourth-order Runge-Kutta16.1rkdumb integrate ODEs by fourth-order Runge-Kutta16.2rkqs integrate one step of ODEs with accuracy monitoring16.2rkck Cash-Karp-Runge-Kutta step used by rkqs16.2odeint integrate ODEs with accuracy monitoring16.3mmid integrate ODEs by modified midpoint method16.4bsstep integrate ODEs,Bulirsch-Stoer step16.4pzextr polynomial extrapolation,used by bsstep16.4rzextr rational function extrapolation,used by bsstep16.5stoerm integrate conservative second-order ODEs16.6stiff integrate stiff ODEs by fourth-order Rosenbrock16.6jacobn sample Jacobian routine for stiff16.6derivs sample derivatives routine for stiff16.6simpr integrate stiff ODEs by semi-implicit midpoint rule16.6stifbs integrate stiff ODEs,Bulirsch-Stoer step17.1shoot solve two point boundary value problem by shooting17.2shootf ditto,by shooting to afitting point17.3solvde two point boundary value problem,solve by relaxation17.3bksub backsubstitution,used by solvde17.3pinvs diagonalize a sub-block,used by solvde17.3red reduce columns of a matrix,used by solvde17.4sfroid spheroidal functions by method of solvde17.4difeq spheroidal matrix coefficients,used by sfroid17.4sphoot spheroidal functions by method of shoot17.4sphfpt spheroidal functions by method of shootf
18.1fred2solve linear Fredholm equations of the second kind 18.1fredin interpolate solutions obtained with fred2
18.2voltra linear V olterra equations of the second kind
18.3wwghts quadrature weights for an arbitrarily singular kernel 18.3kermom sample routine for moments of a singular kernel 18.3quadmx sample routine for a quadrature matrix
Computer Programs by Chapter and Section xxxi Sample page from NUMERICAL RECIPES IN FORTRAN 77: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43064-X)Copyright (C) 1986-1992 by Cambridge University Press.Programs Copyright (C) 1986-1992 by Numerical Recipes Software. Permission is granted for internet users to make one paper copy for their own personal use. Further reproduction, or any copying of machine-readable files (including this one) to any server computer, is strictly prohibited. To order Numerical Recipes books or CDROMs, visit website or call 1-800-872-7423 (North America only),or send email to directcustserv@ (outside North America).18.3fredex example of solving a singular Fredholm equation19.5sor elliptic PDE solved by successive overrelaxation method19.6mglin linear elliptic PDE solved by multigrid method19.6rstrct half-weighting restriction,used by mglin,mgfas19.6interp bilinear prolongation,used by mglin,mgfas19.6addint interpolate and add,used by mglin19.6slvsml solve on coarsest grid,used by mglin19.6relax Gauss-Seidel relaxation,used by mglin19.6resid calculate residual,used by mglin19.6copy utility used by mglin,mgfas19.6fill0utility used by mglin19.6maloc memory allocation utility used by mglin,mgfas19.6mgfas nonlinear elliptic PDE solved by multigrid method19.6relax2Gauss-Seidel relaxation,used by mgfas19.6slvsm2solve on coarsest grid,used by mgfas19.6lop applies nonlinear operator,used by mgfas19.6matadd utility used by mgfas19.6matsub utility used by mgfas19.6anorm2utility used by mgfas20.1machar diagnose computer’sfloating arithmetic20.2igray Gray code and its inverse20.3icrc1cyclic redundancy checksum,used by icrc20.3icrc cyclic redundancy checksum20.3decchk decimal check digit calculation or verification20.4hufmak construct a Huffman code20.4hufapp append bits to a Huffman code,used by hufmak20.4hufenc use Huffman code to encode and compress a character20.4hufdec use Huffman code to decode and decompress a character20.5arcmak construct an arithmetic code20.5arcode encode or decode a character using arithmetic coding20.5arcsum add integer to byte string,used by arcode20.6mpops multiple precision arithmetic,simpler operations20.6mpmul multiple precision multiply,using FFT methods20.6mpinv multiple precision reciprocal20.6mpdiv multiple precision divide and remainder20.6mpsqrt multiple precision square root20.6mp2dfr multiple precision conversion to decimal base20.6mppi multiple precision example,compute many digits ofπ。