Numerical Recipes in C TheEHAXaDXrervOpaWtarNSdrBoWSt-RimSalerfmleesuiiiniPealaStcthllaoosnimrlocafcAoarPhnoinmPih.aeiaTdynnd.TsnC.diCHFceoEVsteEr,nlunip.eaCgfitodekPirontnracreitoftnroitneeoeerirlnClireAsolnsUlsgrkointnsrCnyoiyvmopegmhrsyppistayicnusyting http://www.nr.com or call 1-800-872-7423 (North America only),or send email to [email protected] (outside North Areadable files (including this one) to any servercomputer, is strictly prohibited. To order Numerical Recipes booksor CDROMs, vPermission is granted for internet users to make one paper copy for their own personal use. Further reproduction, or any copyingCopyright (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) mis o erica).it websf mach iteine - CAMBRIDGE UNIVERSITY PRESS Cambridge NewYork PortChester Melbourne Sydney PublishedbythePressSyndicate oftheUniversityofCambridge ThePittBuilding, TrumpingtonStreet, Cambridge CB21RP 40West20thStreet, NewYork, NY10011-4211, USA 477Williamstown Road,PortMelbourne, VIC,3207,Australia Copyright (cid:1)c Cambridge University Press1988, 1992 exceptfor§13.10andAppendixB,whichareplacedintothepublicdomain, andexceptforallothercomputerprogramsandprocedures,whichare FRTPTN3CASinasr“afo“1aUccSo.yiroheoulooorLtdlooir1ro.lpmPpisntsnpmurdfimrsl0Ce.ifeotrytrlthofrRtcetexwi.ieseeII1aeiuwErrpwyMercnnnSetdicrpx(iec.sssaneugtdgiCatec[tBptWMTaeoeeifcirnNcsctheiirhslcidonc7eredsooatehuNeiousnttstiiaitsulnorrd8ilmsne,nedosstiabnmicIwm(cid:1)nhoa1demttsbtternnynPcrth0p.shilTxR,oneossleidn..efeia-uEeectaOc]8uoostafonte5rgrhgh.a,atNXbrieeA6tfritvsree2p.oaanUcetirpsime3fs@-aruwcgvibn1eefzaBidtrtrsri-nnin–ohmeisnlsi-lonaevnp1atonoinc4igfnrehctacmgoearatdrr7ieenraxaie23lueeediLonoednlogdeir3erlmes,en1dbveqalrigci.anrd39btycbCrCd,0atbaibmutblrhc”oi8se.hdoaiySracpt8Ploecroeoof0pcilaeauoasmk:ei(h-tsoorompnt2udtaiypra5kdetReiNtnmNrksyssyt4bgiclph,e.tdop–esa,lerau3leuna.eeaowfofuCsCilicfsl.mo1,gldnm,stwxftooipsaleohoher9thpoigCrivorCreherrnaeaemrcee9tegfurteircsraerseeodf–es3ic”i(cid:1)aiieopibtmeorsAncncnoacxofie,gfureS1bfasdfag(orgvrntebmcea1otel,ri9oowlirfrsAi)etanvgren9rdi8oaNaefecirRltacaaisimtgdR9monilso8kri)nwtierYnyepeisg4wltc;,eaaeIscefpaeinoucraeo,.lCltncoaSrnobdu1itfislire,v(piipgiPrcy1oelegaelr0ppcmfieywoueMeep9nrcrtia5e.trctpean1ansnaoa9ohosnhos7Asdufsm9ldfiis5nesrcef3orslSooeebe8leIh,doop,gsdsdtrnndocslr07(othmm.mroi1i),WUso,ofE2,sonu)ti,oftt922ienshpa2wgitgdl1Ssnowi9.r.twdt“Cetu31lriba9umlAasiar7lotdiayStio80naaoit8tiinrit,mr,.arbw)enosrn-cenmhdo8di,me0eenP2iicgdAks,reonefbo2dWi0tiiueiornnf1ltornn4ma/[email protected]–ocfxbie(2rcriiatiyeeebrUaMoSs.newtlu,ntdprsClaletshhaiieipbSiy1iieaUidtascacalioeanne.orrA9lebtemosmrtnnyseitohod9oein,nro)(,itinekfgb7tv,shDegn1pnHohmt,e”r,etpdthpef9uaroeaiwrom.u.m2dai.mt8lbfrstsl(rPrtoa0xgi8pliTyoNmiNac,titbrr0vecf–:hseyriheiootsoulae2ih1cl/nyasiU–irirtomeh9.“n/mPssmpigtCCkdonhnei9cwSereenianoiie2losrnwtiev1cfute.ssmiAo.moee,weac9odsdfri@rlam..p9pnetnasohlqundu2uealiterneteust.trryRSloleereneiii.l.strrreccccidesoePcocseeaetocmecpiefron)nimdotreanpomitstsonsnohhsoe”eear)gssyeneese,srss.,,rams. http://www.nr.com or call 1-800-872-7423 (North America only),or send email to [email protected] (outside North Areadable files (including this one) to any servercomputer, is strictly prohibited. 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Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5) Q51A92.49(cid:1)70.2N8856(cid:1)653–d1c92902 92-8876 merica).isit webs of mach AcatalogrecordforthisbookisavailablefromtheBritishLibrary. iteine - ISBN 0521431085 Book ISBN 0521437202 ExamplebookinC ISBN 0521750377 C/C++CDROM(Windows/Macintosh) ISBN 0521750350 CompleteCDROM(Windows/Macintosh) ISBN 0521750369 CompleteCDROM(UNIX/Linux) Contents 21 PPLC1111222222222222SP................i0123012345678911rroroc01eeeIPSEIGGLTISSVClmenntufflQIroiprrUeahaaisttnaaoinrrmanrrtmuuopdRogagooMrccidDssslirtseuoruddeasse,iDeeiaeeelavsguu-irCnAnatmacJktmeeLoccerronottacycIttinCiIoooVoOniirmxcronmEarooDdonuamelfrifInnpaPlndprttlgeeanoianuoaphhvmLercravnrscesoroeonEeoSMdeeiiiyvmnsmDtnirnl,yiizegstBiaatoaisSFmeaipmeiaottonatrnoctiroeinaiieonneaitdonornsamcsinndmricsmnanaeoSttfsntidwsDoottpAoaionaosraonNifIinnEbtanltnsdShasiggidbdld3ctCioASBieityTPoineyooEaptbonnralncipoCueltdortkilcptrSfiiasihioneclouytcisilatanibscsztSoCti?spteotMtoonErmintumtLeuasqcstptitrrionuuuoifecratnaeiaeEnnsrstqgiEdouqanuStiasoetnicosntsion xxx1355912454393970viix12xv5050583911662812ii http://www.nr.com or call 1-800-872-7423 (North America only),or send email to [email protected] (outside North Areadable files (including this one) to any servercomputer, is strictly prohibited. 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Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5) mis o 3 Interpolation and Extrapolation 105 erica).it websf mach 3.0Introduction 105 iteine - 3.1PolynomialInterpolationandExtrapolation 108 3.2RationalFunctionInterpolationandExtrapolation 111 3.3CubicSplineInterpolation 113 3.4HowtoSearchanOrderedTable 117 3.5CoefficientsoftheInterpolatingPolynomial 120 3.6InterpolationinTwoorMoreDimensions 123 v vi Contents 4 Integration of Functions 129 4.0Introduction 129 4.1ClassicalFormulasforEquallySpacedAbscissas 130 4.2ElementaryAlgorithms 136 4.3RombergIntegration 140 4.4ImproperIntegrals 141 56 4455555555555556666666655ES.........................5601234567891110123456711vp01234aGGMISEPCRQNCDIIEIBMBennnnPEPREPCBeovxloeheeacauuettccuouraolracvcrrpssmaurmeueamooiyildooodissloluatebossdtmaavmmuynieiebmddipeeslnssr´ynorfidauanllotlraeiuruluaoppsentaaAeaeietiiaomblFFtccilhmimclnlFonxanndviatomFeeiFttpuuaceitlildciitetteouniniuAaBiQpvnnulooieezieaCsatvnnlTanrccnnnDyonalersnuAeGBsooRhlttcoichtsfoIidaiieFtaxricetApBentosooeaehfodCirfinbuietICpolmtnnnitoimminprFaaendrvlynonirFnaassnupgtumtoaoscoFCneaFolt,iResboorruhtunotxtnftmuIBugoniaoaiiiffiaercvnniotccnPnnnlrxnemetsvtiFIFsesstanicuciaoivsetnEcosolmura,atAatlewgestaainiqnntCetndorDorFacnipoaeuisggcadonntutudopFlrfiateleiinbss,misnooCrtFrnSraoOntyioSacnnoroucleOunCxcittresafPennrbfil,uttinrlioahrIhaisucmEdedoonstOnetottsieehrhimntiabv,gorneroratsFeyodIognitnwCno’sraenePsshtcn’rFhraeos,DetleuOgoiAvRsbPinrr-rssaiiyeocadtroatscrtpyleilniiyhuosporbFn,ernFrunrvBuoout,enmixiCnnConciccinmohotaeti,eiimola-ofsFFSntfinieo-asqcDdr,luimeSiCFasnpuurtoterhlnesiaebcffirutiictcoiiaonelnn,ts 121121122221111112211221122619904710136996873266128704552787834669085330215266600 http://www.nr.com or call 1-800-872-7423 (North America only),or send email to [email protected] (outside North Areadable files (including this one) to any servercomputer, is strictly prohibited. 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Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5) 6.8SphericalHarmonics 252 mis o 66..910FDreaswnesloInn’tseIgnrtaelgs,raClosineandSineIntegrals 225559 erica).it websf mach iteine 6.11EllipticIntegralsandJacobianEllipticFunctions 261 - 6.12HypergeometricFunctions 271 7 Random Numbers 274 7.0Introduction 274 7.1UniformDeviates 275 Contents vii 7.2TransformationMethod: ExponentialandNormalDeviates 287 7.3RejectionMethod: Gamma,Poisson,BinomialDeviates 290 7.4GenerationofRandomBits 296 7.5RandomSequencesBasedonDataEncryption 300 7.6SimpleMonteCarloIntegration 304 7.7Quasi-(thatis,Sub-)RandomSequences 309 8910 87888888999999991111111111SRM................00000000006801234501234567oo..........i0123456789nGDAISQHISIBSVNRNronnnIGPODDCVLStteeiaroledueeentdtrtmiolacainiarrwwotaoaonoiainetmeneoocarbrcrFrpinptwlecxWaetteirkngokddsiadgusoo-jattmbicizaethnlduiusiuDeonolbnnnivtlnortoatMhaungccjiyrigfil--eignlonttrPnedttIicaRRmitePSitilCnagnaecatgtrootlidMiaaienoetoshtaenooonnnSISihppaecdalngeoAdnGnneyoinenrhhtrgsrnmtvittMRdntndRdrasseiorieoaoeooooimn,(rpoanearcBdPpnnnnnmFfetnlgcmhireoanSo–iaMakEueeMMasixllwlDelLnainirenMdaiqsSnneasnltMtceetedaeeustiggriegtttMlMvrkhaoicNihhalPSgevaeoko’hnMrooxtseoeahennoedchM)ddstliatseidrheshenohtimnn–MltUftnooldoitwhdBioO’nhlcnoddsesoriiirieeBntnsinstznMtdeMenNhheCSrfnsiaMMgeoenoCuoeitDFldtnmralanDtMaeuMiithstisNrlirto’rlmpeidosshlstienuolrieotnnidoSetediMelmshnDvdtnxMMiaioleam,oesdereiMtdinenauttiriSeofhmvtinesslnevhnytoieadFiteoasosdrdhointtnRduoiiSoeisvmssfnnimdyniedosesEsOdscntneesqontsmriifesuoo’sEDnanMqositufmseiaEotethqinnoousndsiaostinons 333343433444333434343333333339248073552011692303449245463349732904908262750584549701926 http://www.nr.com or call 1-800-872-7423 (North America only),or send email to [email protected] (outside North Areadable files (including this one) to any servercomputer, is strictly prohibited. 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Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5) mis o 11 Eigensystems 456 erica).it websf mach 11.0Introduction 456 iteine - 11.1JacobiTransformationsofaSymmetricMatrix 463 11.2ReductionofaSymmetricMatrixtoTridiagonalForm: GivensandHouseholderReductions 469 11.3EigenvaluesandEigenvectorsofaTridiagonalMatrix 475 11.4HermitianMatrices 481 11.5ReductionofaGeneralMatrixtoHessenbergForm 482 viii Contents 11.6TheQRAlgorithmforRealHessenbergMatrices 486 11.7ImprovingEigenvaluesand/orFindingEigenvectorsby InverseIteration 493 12 Fast Fourier Transform 496 12.0Introduction 496 1134 11111111111111111111111111FS22222233333333443333444444ot..........................a12345601234567018911234567u01tFFFFFEICCOPDLPIMSCDACLND(arinnAnWNoaoFFoopxiisooooipioroottnondsgewwuueeltrrTTnrmntuntlateemeooTTriicrrvtriSmpTeemtvreaaiiPFdtdpioiwwcaoeenerrarnnowelrrouuuofaleaaarrlnaraoolgSSPCulcrctuoeTtlalFFRltnTT-eieiippltttsrtmrDnAo(wDoociSsiiineDrreieeWldoooTagrorD)neaatactideoniccrtenlnnoisrnnfrmylMhtiettsFaiatraerUrScorrsseTatrlFalinoianeTuurfftaiynnrecsnrsiugdiboonpuDsmmattsogaebMedinfuoerrhcsrbionrnAueiommisicitroo)slEEDenorsoontiretctuadfoioRfFrsmirinssrrooenotoptAfniettttiIaaooMchnbfhiidsrlnnrsUlmmnttoDfcnmeuseDsaetieLDHkonaetRn,rDaaioTSmiilrlvgm(iieSoiattsCyernniFasiiionrvvcAmeoniafooseeatgmoFlnefrelrir:lnnunaleaeresienpTysowpDrrbtstMrttUbl-iehoDie)ileaUupyPfoiLoaoiylleftnnestnanoyrthnsnolSiDitdaaTegttSoiimn?schiUanSnUtcdwnoaiCghaaTmeg,anaismsnasloecoihVmttiMipntFtTDhntanseeFhiDalpiwFveiggoeaeirFnoMliefTidrxFoesteTftaFehnhietCsdeFnDmmrFaTereaiscTon?DTbranuFeFdadutsa,mFainFttnTSoisTaTogEkfrhonernVrsewtmaernrosiDepasynismc,eesn?sions 565555566655565656555556656530236041023813744252043039177598405568240955908147796102 http://www.nr.com or call 1-800-872-7423 (North America only),or send email to [email protected] (outside North Areadable files (including this one) to any servercomputer, is strictly prohibited. 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Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5) 14.8Savitzky-GolaySmoothingFilters 650 mis o 15 Modeling of Data 656 erica).it websf mach iteine - 15.0Introduction 656 15.1LeastSquaresasaMaximumLikelihoodEstimator 657 15.2FittingDatatoaStraightLine 661 15.3Straight-LineDatawithErrorsinBothCoordinates 666 15.4GeneralLinearLeastSquares 671 15.5NonlinearModels 681 Contents ix 15.6ConfidenceLimitsonEstimatedModelParameters 689 15.7RobustEstimation 699 16 Integration of Ordinary Differential Equations 707 16.0Introduction 707 16.1Runge-KuttaMethod 710 111789 11111111111111111111111111TIPn66666677777778888888899999wa..........................t23456701234560123456701234reotAMRSSMITSRAAHIFVIILBMIFDIFgnnnnnnioethrlohiPieaaduaivttttiiuounaercWcfuolrelrecrtfnatefdxxlatdhlaeiofooooogrkouepdtarSxhai-oiiandddiSmDlrutsrmlsietlfiCsraroirhariduiuueniesrtnVdkvEneatavlloRouei-cc-ctimgPeasdettgfaseOGEopnotttmEeqeodnfiiirln,sttSMoqodooIBgIurieoqndEoieulnnMEdEntfunnnuebubMrAreqiEtioeCagaxlaEvnlaetedpePuaureitlxaeatrrtyuFpqatsMirlrlamirnCtnmtttooticiioolouiorthiinzzaMotncivloasvebtniVapptoaoielnaseiiptnacdltsnyaltdanenhaBeittCelioswnIoiltsRugosaomIsMe:ounlhlodonmenadiroeneriouPSstnsEv,ttedthafyaMdiniophPtoaaitoaugrtqndhnihStnefrhlonnceieVaooedviueMMlVdttUtrnadbriRheafyoPoaSanglsooueeEellnIirdeueCstdruludnsemtqclhiMtseotoaRidaoooveuhdslfnriPPunraeiecenHdAamKonrtdPttiBtiohorisagoietenKsPbororiruernno-tmoldnnr-lsieCsesniinKseoirobmsodolsufrTnsrclonoistriehhtrsrceIan-smcSBeSftioootonsorrugmernMurydalMeaatitrroheyPnothodoisndts 787778777877788778787778877752882049713913582054658219363478447128274433287703875442 http://www.nr.com or call 1-800-872-7423 (North America only),or send email to [email protected] (outside North Amreadable files (including this one) to any servercomputer, is strictly prohibited. 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Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5) 19.5RVaelluaxeaPtiroonblMemetshodsforBoundaryValueProblems 886537 erica).it websf mach 19.6MultigridMethodsforBoundaryValueProblems 871 iteine- 20 Less-Numerical Algorithms 889 20.0Introduction 889 20.1DiagnosingMachineParameters 889 20.2GrayCodes 894 x Contents 20.3CyclicRedundancyandOtherChecksums 896 20.4HuffmanCodingandCompressionofData 903 20.5ArithmeticCoding 910 20.6ArithmeticatArbitraryPrecision 915 References 926 AAAIGnpppedpppneeeeexnnnroadddlfiiixxxIPnrABCdoe:::gxTUCraatoibmlmiltespyolaRefnxoPduArDtoriinettophetsemynpedeteicDneccielasrations 999994465380510 http://www.nr.com or call 1-800-872-7423 (North America only),or send email to [email protected] (outside North Areadable files (including this one) to any servercomputer, is strictly prohibited. To order Numerical Recipes booksor CDROMs, vPermission is granted for internet users to make one paper copy for their own personal use. Further reproduction, or any copyingCopyright (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) mis o erica).it websf mach iteine - Preface to the Second Edition OuraiminwritingtheoriginaleditionofNumericalRecipeswastoprovidea book that combined general discussion, analytical mathematics, algorithmics, and actualworkingprograms. Thesuccessofthefirsteditionputsusnowinadifficult, Rw“cvpsowcttdbwatettpchhhehaDoobnairnaaaeohelooaeaimrlnnlotreecnorelotaettluwb,tgupiediacefnnripgcwieaethiupHITtnasie(cid:127)(cid:127)(cid:127)(cid:127)(cid:127)(cid:127)s’cgeuehtpngrwaortlrureehasenlleiacieeuitntildyariCofaadsehshnrnhholtcfiemhieoue,eermn,yriiadsfaeehtrasndtfacutn,ieoodretpsfifha.unsoavshteoiNin,tcdslmewrssehscrrnioueeskelwepfmtiulirnoentceWhue.ivltfsgybbiiaee)dmodtuvesuxnstooumaiossleinwcchbkisneeteseemlgmlculotrrbinatheoesayo,taedsOdeaeihnmbfeaehdaioealfrnriolciofoeetlrlaudlbisrplaralnfatekettyecsyvronnihrivrulnteodtacpi,cfaaeeeeevusrsohtedgcdberfvwarilolpeqs.rlmitlareanilerea.aloasiaRielougytthsonnoWtsQndonynntriebaftsesoaheunweeidcnmeSbtcnrdlclsltdeRtmmclencallgeeslliaecooiedtevihuyiorobg,gidcdanhmaepmrttgfnnoonddnfoohhuihkrotitpaefieeatrlstioeeenseifrepteeavsrusyqordfagescifdcgsystiaerenompusulcfitloeSzttotsroornstwhiooihrgfpteelpaeenntonmotmeief,gipliba.rsil,sooeaaorsef”lcaotwoimntio,poitwhlinneanttumhcaankwgnhbxowiieqrasdeuslillelnse.nrtalaatsei,tau,elaaamrscpntohtisrutnntrrtGeaolmulrtbiohueewheaiWaspggieggitrtpnnotmoade,stgaiebeewsrethreotigerthnauemehscieocbohiepab(ndisr.rudesshtlssmnrtndeloeoessmwssnhl.eaynepftavtctipWrtmeraeiceetssiateraahdeooniooeMeqhxtnedo.tnrcnnaeseeelemlmcnuneisid,dtaedytttrrtcsmaihsmeeooehtuiqfiveits,conttaetwd,imiwdtrocspaehuhcnonryhla,aetawdlr,aiaaivimpgenshuinrtlssrstdintnaenhploeemdoenhsclmreerwobfailirneSurseatfsrltweaatsnfweaeheeouoisneaetearrgmutkabiucaritcnnrelwncnsca,tsminroornnooanitaotegeeehtewteovsnduSnfancturpyecdastorwedsmnde“der.edtliebitelfheecscihadcfpiivnLeoaodnbttvosdnoedoEaaeihditrlurieesenrnodtevnltodnrtdaiistrtodirwntgasldtbidairiyioutaise5efxntnekhodu,efn,rfibsitEor0gc,oerbetnvsaeysepcaetu%oedtlniafirfioewurl.lnrtttr.dcmuiniiiohernsaltdtempN.oleo(aldtiws”raed.a,Poyotwlprsefstropidlr,yrunnelenaaocTgaiwnioeiNTotvvr:tsnettiggheaurhewenv,ewerhayupetwroesdreewtrenalemaseeei.aatbslrnebnrtreti,ae.raelaoeTeogittoeg3rdcbttagishrwt-hhahao0kiorhoiheittanotdlesccekwhh0ingotvosumiehany’ii)’okneaeeasssfrt.,t,l, http://www.nr.com or call 1-800-872-7423 (North America only),or send email to [email protected] (outside North Areadable files (including this one) to any servercomputer, is strictly prohibited. To order Numerical Recipes booksor CDROMs, vPermission is granted for internet users to make one paper copy for their own personal use. Further reproduction, or any copyingCopyright (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) (cid:127)(cid:127)(cid:127) mPBaeedstehs´eoaldpfspurfnoocxrtiicomanalscn,utaslan,tdainnmgdonrdautimifioeendrailcBaCelshdseeeblryifvsuahnteicvvteiaospnpsr,ooxfimfraatcitoionnalorder; and merica).isit website of machine - several other new special functions (cid:127) improved random number routines (cid:127) quasi-random sequences (cid:127) routines for adaptive and recursive Monte Carlo integration in high- dimensional spaces (cid:127) globallyconvergentmethodsforsetsofnonlinearequations xi
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