Chapter 1.

Preliminaries

1.0 Introduction
This book, like its sibling versions in other computer languages, is supposed to
teach you methods of numerical computing that are practical, efficient, and (insofar
as possible) elegant. We presume throughout this book that you, the reader, have
particular tasks that you want to get done. We view our job as educating you on
how to proceed. Occasionally we may try to reroute you briefly onto a particularly
beautiful side road; but by and large, we will guide you along main highways that
lead to practical destinations.
Throughout this book, you will find us fearlessly editorializing, telling you
what you should and shouldnt do. This prescriptive tone results from a conscious
decision on our part, and we hope that you will not find it irritating. We do not
claim that our advice is infallible! Rather, we are reacting against a tendency, in
the textbook literature of computation, to discuss every possible method that has
ever been invented, without ever offering a practical judgment on relative merit. We
do, therefore, offer you our practical judgments whenever we can. As you gain
experience, you will form your own opinion of how reliable our advice is.
We presume that you are able to read computer programs in C++, that being
the language of this version of Numerical Recipes. The books Numerical Recipes
in Fortran 77, Numerical Recipes in Fortran 90, and Numerical Recipes in C are
separately available, if you prefer to program in one of those languages. Earlier
editions of Numerical Recipes in Pascal and Numerical Recipes Routines and Ex-
amples in BASIC are also available; while not containing the additional material of
the Second Edition versions, these versions are perfectly serviceable if Pascal or
BASIC is your language of choice.
When we include programs in the text, they look like this:

#include <cmath>
#include "nr.h"
using namespace std;

void NR::flmoon(const int n, const int nph, int &jd, DP &frac)

Our programs begin with an introductory comment summarizing their purpose and explaining
their calling sequence. This routine calculates the phases of the moon. Given an integer n and
a code nph for the phase desired (nph = 0 for new moon, 1 for rst quarter, 2 for full, 3 for last
quarter), the routine returns the Julian Day Number jd, and the fractional part of a day frac
to be added to it, of the nth such phase since January, 1900. Greenwich Mean Time is assumed.
{
const DP RAD=3.141592653589793238/180.0;
int i;

1
2 Chapter 1. Preliminaries

DP am,as,c,t,t2,xtra;

c=n+nph/4.0; This is how we comment an individual

t=c/1236.85; line.
t2=t*t;
as=359.2242+29.105356*c; You arent really intended to understand
am=306.0253+385.816918*c+0.010730*t2; this algorithm, but it does work!
jd=2415020+28*n+7*nph;
xtra=0.75933+1.53058868*c+((1.178e-4)-(1.55e-7)*t)*t2;
if (nph == 0 || nph == 2)
xtra += (0.1734-3.93e-4*t)*sin(RAD*as)-0.4068*sin(RAD*am);
else if (nph == 1 || nph == 3)
xtra += (0.1721-4.0e-4*t)*sin(RAD*as)-0.6280*sin(RAD*am);
else nrerror("nph is unknown in flmoon"); This is how we will indicate error
i=int(xtra >= 0.0 ? floor(xtra) : ceil(xtra-1.0)); conditions.
jd += i;
frac=xtra-i;
}

Note our convention of handling all errors and exceptional cases with a statement
like nrerror("some error message");. The function nrerror() is part of a
small file of utility programs, nrutil.h, listed in Appendix B at the back of the
book. This Appendix includes a number of other utilities that we will describe
later in this chapter. Function nrerror() prints the indicated error message to your
stderr device (usually your terminal screen), and then invokes the function exit(),
which terminates execution. You can modify nrerror() so that it does anything
else that will halt execution. For example, you can have it pause for input from the
keyboard, and then manually interrupt execution. In some applications, you will
want to modify nrerror() to do more sophisticated error handling, for example to
transfer control somewhere else by throwing a C++ exception.
We will have more to say about the C++ programming language, its conventions
and style, in 1.1 and 1.2.

Quick Start: Using the C++ Numerical Recipes Routines

This section is for people who want to jump right in. Well compute the mean
and variance of the Julian Day numbers of the first 20 full moons after January 1900.
(Now theres a useful pair of quantities!)
First, locate the important files nrtypes.h, nrutil.h, and nr.h, as listed
in Appendices A and B. These contain the definitions of the various types used
by our routines, the vector and matrix classes we use, various utility functions,
and the function declarations for all the Recipe functions. (Actually, nrtypes.h
includes by default the file nrtypes nr.h, and nrutil.h includes by default the
file nrutil nr.h. This setup is to allow you to change the defaults easily, as
will be discussed in 1.3.)
Second, create this main program file:

#include <iostream>
#include <iomanip>
#include "nr.h"
using namespace std;

int main(void)
{
 1.0 Introduction 3

const int NTOT=20;

int i,jd,nph=2;
DP frac,ave,vrnce;
Vec_DP data(NTOT);

for (i=0;i<NTOT;i++) {
NR::flmoon(i,nph,jd,frac);
data[i]=jd;
}
NR::avevar(data,ave,vrnce);
cout << "Average = " << setw(12) << ave;
cout << " Variance = " << setw(13) << vrnce << endl;
return 0;
}

Here is a brief explanation of some elements of the above program:

You must always have the #include nr.h statement, which includes the function
declarations. It also includes the files nrtypes.h and nrutil.h for you. The declaration
Vec DP data(NTOT) creates a double precision vector with NTOT elements. The types DP
(double precision, i.e., double) and Vec DP are defined in nrtypes.h, while the vector
class is defined in nrutil.h. The scope resolution prefix NR:: makes accessible the Recipe
functions flmoon and avevar, which are in the NR namespace defined in nr.h. We call
flmoon, looping over 20 full moons, and store the Julian days it returns in data. Then we
call the avevar routine, and print the answers.

Third, compile the main program file, and also the files flmoon.cpp and
avevar.cpp. Link the resulting object files.
Fourth, run the resulting executable file. Typical output is:

Average = 2.41532e+06 Variance = 30480.7

The files nrtypes.h, nrutil.h, and nr.h and the concepts behind them will
be discussed in detail in 1.2 and 1.3.

Computational Environment and Program Validation

Our goal is that the programs in this book be as portable as possible, across
different platforms (models of computer), across different operating systems, and
across different C++ compilers. C++ was designed with this type of portability in
mind. Nevertheless, we have found that there is no substitute for actually checking
all programs on a variety of compilers, in the process uncovering differences in
library structure or contents, and even occasional differences in allowed syntax. As
surrogates for the large number of hardware and software configurations, we have
tested all the programs in this book on the combinations of machines, operating
systems, and compilers shown on the accompanying table. More generally, the
programs should run without modification on any compiler that implements the
ANSI/ISO C++ standard, as described for example in Stroustrups excellent book [1].
In validating the programs, we have taken the program source code directly
from the machine-readable form of the books manuscript, to decrease the chance
of propagating typographical errors. Driver or demonstration programs that we
used as part of our validations are available separately as the Numerical Recipes
Example Book (C++), as well as in machine-readable form. If you plan to use
more than a few of the programs in this book, then you may find it useful to obtain
4 Chapter 1. Preliminaries

Tested Machines and Compilers

O/S and Hardware Compiler Version

Microsoft Windows / Intel Microsoft Visual C++ 6.0

Microsoft Windows / Intel Borland C++ 5.02
Linux / Intel GNU C++ (g++) 2.95.2
AIX 4.3 / IBM RS/6000 KAI C++ (KCC) 4.0d
SunOS 5.7 (Solaris 7) / Sun Ultra 5 Sun Workshop Compiler C++ (CC) 5.0
SunOS 5.7 (Solaris 7) / Sun Ultra 5 GNU C++ (g++) 2.95.2

the machine-readable software distribution, which includes both the Recipes and
the demonstration programs.
Of course we would be foolish to claim that there are no bugs in our programs,
and we do not make such a claim. We have been very careful, and have benefitted
from the experience of the many readers who have written to us. If you find a
new bug, please document it and tell us! You can find contact information at
http://www.nr.com.

Compatibility with the First Edition

If you are accustomed to the Numerical Recipes routines of the First Edition, rest
assured: almost all of them are still here, with the same names and functionalities,
often with major improvements in the code itself. In addition, we hope that you
will soon become equally familiar with the added capabilities of the more than 100
routines that are new to this edition.
We have retired a small number of First Edition routines, those that we believe
to be clearly dominated by better methods implemented in this edition. A table,
following, lists the retired routines and suggests replacements.

Previous Routines Omitted from This Edition

Name(s) Replacement(s) Comment
adi mglin or mgfas better method
cosft cosft1 or cosft2 choice of boundary conditions
cel, el2 rf, rd, rj, rc better algorithms
des, desks ran4 now uses psdes was too slow
iindexx indexx indexx overloaded for double and int
mdian1, mdian2 select, selip more general
qcksrt sort name change (sort is now hpsort)
rkqc rkqs better method
smooft use convlv with coefficients from savgol
sparse linbcg more general
16 Chapter 1. Preliminaries

Wirth, N. 1983, Programming in Modula-2, 3rd ed. (New York: Springer-Verlag). [4]
Stroustrup, B. 1997, The C++ Programming Language, 3rd ed. (Reading, MA: Addison-Wesley).
[5]
Meeus, J. 1982, Astronomical Formulae for Calculators, 2nd ed., revised and enlarged (Rich-
mond, VA: Willmann-Bell). [6]
Hatcher, D.A. 1984, Quarterly Journal of the Royal Astronomical Society, vol. 25, pp. 5355; see
also op. cit. 1985, vol. 26, pp. 151155, and 1986, vol. 27, pp. 506507. [7]

1.2 Some C++ Conventions for Scientific

Computing
The C++ language derives from C, which in turn was originally devised for
systems programming work, not for scientific computing. Relative to other high-
level programming languages, C puts the programmer very close to the machine
in several respects. It is operator-rich, giving direct access to most capabilities of a
machine-language instruction set. It has a large variety of intrinsic data types (short
and long, signed and unsigned integers; floating and double-precision reals; pointer
types; etc.), and a concise syntax for effecting conversions and indirections. It defines
an arithmetic on pointers (addresses) that relates gracefully to array addressing and
is highly compatible with the index register structure of many computers. All these
features are present in C++ too.
Portability is another strong point of the C language, and so also of C++. C
is the underlying language of the UNIX and Linux operating systems; both the
language and these operating systems have by now been implemented on literally
hundreds of different computer types. The languages universality, portability, and
flexibility have attracted increasing numbers of scientists and engineers to it. It is
commonly used for the real-time control of experimental hardware, often in spite of
the fact that the standard UNIX or Linux kernel is less than ideal as an operating
system for this purpose.
The use of C or C++ for higher level scientific calculations such as data
analysis, modeling, and floating-point numerical work has generally been slower in
developing. In part this is because of the entrenched position of Fortran as the
mother-tongue of virtually all scientists and engineers born before 1960, and many
born after. In part, also, the slowness of Cs penetration into scientific computing
has been due to deficiencies in the language that computer scientists have been (we
think, stubbornly) slow to recognize. Examples are the lack of a good way to raise
numbers to small integer powers, and the difficulty in getting compilers to emit
optimized code when high-level constructs are used.
The C version of this book attempted to lay out by example a set of sensible,
practical conventions for scientific C programming. In this version we will try to
do the same for C++.
The need for programming conventions in C++ is very great. Far from
the problem of overcoming constraints imposed by the language (our repeated
experience with Pascal), the problem in C++ is to choose the best and most
natural techniques from multiple opportunities and then to use those techniques
 1.2 Some C++ Conventions for Scientific Computing 17

completely consistently from program to program. In the rest of this section, we

set out some of the issues, and describe the adopted conventions that are used in all
of the routines in this book. The best general reference for detailed information on
the C++ language is Stroustrups book [1].

Double Precision

When the C version of this book first came out, the default precision used by
most scientists for most calculations was single precision. The reason was that
double precision imposed a significant overhead both in execution speed and in
memory requirements. (The fact that C automatically converts float variables to
double in many situations was another insult to scientific programmers!)
Nowadays, the execution speed overhead has essentially disappeared. There
are even machines where single precision is slower than double! And memory
conservation is often not the concern it used to be. Accordingly, the default precision
in this C++ edition is double precision. To make it easy to change to single precision
(or quadruple precision!) if you want to, we have not hard coded the type double in
the routines. Instead we have used the name DP, along with the typedef definition

typedef double DP;

This typedef occurs twice, once in nrtypes.h and once in nrutil.h. To change
the default precision to single, just change the definition in both places to

typedef float DP;

You will also have to change the values of certain accuracy parameters in
some routines. This is further described in Appendix C. For some of the Recipes
roundoff error is a particular concern. In those cases we will explicitly warn you
always to use double precision.

Function Declarations, Header Files, and Namespaces

In C++ a function cannot be called unless it has previously been declared.

A function declaration gives the return type of the function, and the number and
types of its arguments. (Function declarations are also called function prototypes
or function headers.) For example,

int g(int x, int y, double z); Function declaration.

A function must also be defined somewhere (and defined once only). A function
definition consists of a function declaration plus the body of the function, the code
that actually does the work. For example,

int g(int x, int y, double z) Function denition.

{
return x+int(z)/y;
}
18 Chapter 1. Preliminaries

If all your code is in one file, you can often arrange for each function definition
to precede the functions that call it. Since the definition includes the declaration,
the compiler can then check that a given function call invokes the function with the
correct argument types. However, this setup is feasible only for small programs. In
general, a C++ program consists of multiple source files that are separately compiled,
and the compiler cannot check the consistency of each function call without some
additional assistance. A simple and safe way to proceed is as follows [1]:
Every external function should have a single declaration in a header (.h)
file.
The source file with the definition (body) of the function should also
include the header file so that the compiler can check that the declaration
and the definition match.
Every source file that calls the function should include the same header file.
For the routines in this book, the header file containing all the declarations is nr.h,
listed in Appendix A. You should put the statement #include "nr.h" at the top of
every source file that invokes Numerical Recipes routines.

A namespace is a means of hiding the implementation of a program module,

so that only its interface is accessible from the user program. This provides you
with control over which variables and functions are visible in other parts of the
program, and offers a way to group objects and functions of related purpose into
separate modules.
All of the Numerical Recipes function declarations are in the NR namespace.
Indeed, the file nr.h has the following structure:

namespace NR {
void addint(Mat_O_DP &uf, Mat_I_DP &uc, Mat_O_DP &res);
...
void zroots(Vec_I_CPLX_DP &a, Vec_O_CPLX_DP &roots, const bool &polish);
}

(The types Mat_O_DP, etc. will be explained below.) The Numerical Recipes function
definitions have the following format:

#include "nr.h"

void NR::addint(Mat_O_DP &uf, Mat_I_DP &uc, Mat_O_DP &res)

...

Note that the code includes nr.h (since that is where the namespace NR is defined).
Also, the function name must be prefixed with NR:: since NR is the scope in which
the function is being defined. Note that if the function happens to call another
Numerical Recipes function, no special declaration is required. Since all the Recipes
are in namespace NR, they are all within each others scope.
When you write a program that calls one of the Recipe functions, your program
must include nr.h. You then have three ways of invoking a particular Recipe:
Call the function with explicit scope resolution:

NR::addint(uf, uc, res);

 1.2 Some C++ Conventions for Scientific Computing 19

Precede the function call with a using declaration:

using NR::addint;
...
addint(uf, uc, res);

Include a using directive in the program:

using namespace NR;

...
addint(uf, uc, res);

This directive makes all the functions in NR visible, something purists

would regard as sloppy practice.
Some further details about the file nr.h are given in Appendix A.
We mention here another feature of namespaces that we make extensive use
of in the Recipes. Often one wants to define an ancillary function that is used by
another function. This adjunct function does some task that is of no general interest,
so we want its definition to be local to the file in which the principal function is
defined. In C you achieve this by defining the function as a static function. In C++
it is better to reserve static to declare objects inside functions and classes whose
storage must be nonvolatile. Local functions hidden from the rest of your program
can be put inside an unnamed namespace. Only functions within the same file can
access objects inside an unnamed namespace (see, e.g., golden.cpp in 10.1).

Const Correctness

Few topics in discussions about C++ evoke more heat than questions about the
keyword const. Here is our position: We are firm believers in using const wherever
possible, to achieve what is called const correctness. Many coding errors are
automatically trapped by the compiler if you have qualified identifiers that should
not change with const when they are declared. Also, using const makes your code
much more readable: When you see const in front of an argument to a routine, you
know immediately that the routine will not modify the object. Conversely, if const
is absent you should be able to count on the object being changed somewhere.
We are such strong const believers that we insert const even where many
people think it is redundant: If an argument is passed by value to a function, then
the function makes a copy of it. Even if this copy is modified by the function, the
original value is unchanged after the function exits. While this allows you to change,
with impunity, the values of arguments that have been passed by value, we believe
this usage is error-prone and hard to read. If your intention in passing something
by value is that it is an input variable only, then make it clear. So we declare a
function f (x) as, for example,

double f(const double x);

20 Chapter 1. Preliminaries

If in the function you want to use a local variable that is initialized to x but then gets
changed, define a new quantity dont use x. If you put const in the declaration,
the compiler will not let you get this wrong.
Some people think that using const on arguments makes your functions less
general. Quite the opposite! Calling a function that expects a const argument with
a non-const variable involves a trivial conversion. But trying to pass a const
quantity to a non-const argument is an error.
The final reason for using const is that it allows certain user-defined conversions
to be made. As we will see in 1.3, this is the key to writing our functions so that
you can use them transparently with any matrix/vector class library.

Vectors and Matrices

Vectors and matrices are the fundamental building blocks of numerical pro-
gramming. One-dimensional C-style arrays, declared for example as double b[4],
are part of C++ and may occasionally be used in numerical work. However, fixed
size two-dimensional arrays with declarations like double a[5][9] are almost
never desirable. Scientific programming requires some mechanism for implement-
ing variable dimension arrays, which are passed to a function along with real-time
information about their two-dimensional size.
There is no technical reason that a C or C++ compiler could not allow a syntax
like

void someroutine(a,m,n)
double a[m][n]; /* ILLEGAL DECLARATION */

and emit code to evaluate the variable dimensions m and n (or any variable-dimension
expression) each time someroutine() is entered. Alas! the above fragment is
forbidden by the C++ language definition.
The natural way to deal with vectors and matrices in C++ is as classes. A
matrix object can contain not only the values of the matrix elements, but also
information on the matrix size. Moreover, the class can provide various overloaded
operators and functions to facilitate high-level programming. The C++ standard
already provides such a class for vectors (valarray), but not for matrices. Many
people have written their own class libraries for one- and two-dimensional arrays.
Most of these libraries are excellent in providing a suite of high-level constructs,
but are terribly inefficient in execution.
When we began preparing this C++ version of Numerical Recipes, our original
intention was to do it right: we would construct a class library with all the
necessary high-level constructs that would also be efficient. This turns out to be
a highly nontrivial task, especially since many compilers do not yet implement all
the features of the C++ standard that are necessary to make such code efficient.
Furthermore, we soon realized that this was exactly the wrong way to proceed. Why
should you, the reader, adopt our class library when you have probably already
invested a large effort in developing or using a different one? And what if you want
to use our routines in a code written with another class library?
So, instead, we have gone to completely the opposite extreme. The Recipe
functions in this book are written with vector and matrix classes called NRVec
and NRMat. These classes are defined in nrutil.h, and provide a minimal
 1.2 Some C++ Conventions for Scientific Computing 21

implementation of vector and matrix operations. You can use our routines in either
of two ways:
Use our classes to handle vectors and matrices in all your programs. When
you include nr.h to make the Recipes available, it automatically includes
nrutil.h for you, so our vector and matrix classes will be accessible.
The only disadvantage of this is that our classes do not provide many
high-level constructs.
Use any vector and matrix classes you like. In 1.3, we will show you how
to set up a modified nrutil.h so that you will be able call our routines
transparently, even though ours are declared with the Numerical Recipes
classes NRVec and NRMat.
The machinery behind the NRVec and NRMat classes, and the way they can be
used with other class libraries, is quite complicated. Most readers will not want
to delve into this material. Accordingly, we defer its discussion to 1.3. All you
really need to know to be able to understand how vectors and matrices are used in
the Recipes is in the remainder of this section.

Vectors and Matrices are Zero-Based

Arrays in C and C++ are natively zero-based or zero-offset. An array

declared by the statement double a[3]; has the valid references a[0], a[1], and
a[2], but not a[3]. However, many mathematical algorithms naturally like to go
from 1 to n, not from 0 to n 1. In the C version of this book we showed how to
use the power of the C language to declare unit-offset arrays efficiently and elegantly,
and how to use them alongside zero-offset arrays. However, one message that came
through loud and clear from our readers letters was that they didnt like unit-offset
arrays. Accordingly, all the routines in this book use zero-based arrays exclusively.
Even where a mathematical algorithm would be more naturally expressed with
indices running from 1 to n, we have presented it in the text with indices from 0 to
n 1. Thus the indices in the code arrays are the same as those in the text.

Vector and Matrix Type Names in the Recipes: nrtypes.h

In 1.3 we describe the nitty-gritty of how our vector and matrix classes
are implemented, and how you can alternatively use any other matrix/vector library
instead. Many readers will find this tough going. Fortunately, it is possible to insulate
you almost entirely from the details of the matrix/vector library. In fact, if you peruse
the Recipe functions, you wont see the class names NRVec or NRMat appearing
anywhere. Instead, youll see names like Vec I DP and Mat O INT declaring
vectors and matrices. These are the identifiers you should actually use, and it is the
file nrtypes.h that encapsulates all these definitions in a set of typedef definitions.
The name we use for a typical type defined in nrtypes.h consists of three parts:
Vec or Mat for vector or matrix.
I, O, or IO for in, out, or in-out. These symbols happen to be based
on the corresponding Fortran 90 names intent in, intent out, and
intent inout, but the concepts are universal. They describe whether the
array being passed to the function supplies values to the function but does
22 Chapter 1. Preliminaries

not return values (intent in), returns values from the function but does not
supply any (intent out), or does both (intent inout).
the scalar type that is the intended default. For example, INT for int,
DP (double precision) for double, CPLX SP (complex single precision)
for complex<float>, and so on. Here is a complete list of all the types
we so denote:

BOOL bool
CHR char
UCHR unsigned char
INT int
UINT unsigned int
LNG long
ULNG unsigned long
SP float
DP double
CPLX SP complex<float>
CPLX DP complex<double>
ULNG p unsigned long *
DP p double *
FSTREAM p fstream *

A sample entry in nrtypes.h for double precision vectors is

typedef const NRVec<DP> Vec_I_DP;

typedef NRVec<DP> Vec_DP, Vec_O_DP, Vec_IO_DP;

The first line says that intent in vectors will be const double precision. The second
line says that intent out and intent inout vectors will not be const. The identifier
Vec DP is for vectors declared locally within a Recipe function, where the terms
in and out are not meaningful.
With these defined types, you can write programs completely without reference
to the implementation of the underlying vector and matrix classes. For example, you
might use statements like the following:

double func(Mat_I_DP &a, Vec_IO_DP &b);

{
const int N=10;
Mat_DP d(N,N);

Vec_DP *e=new Vec_DP(N);

...

delete e;
}

The complete set of these definitions is contained in the file nrtypes.h,

reproduced in Appendix B. But youll find you seldom have to refer to it. In fact, if
you havent already done so, now would be a good time to follow the instructions
in the Quick Start subsection in 1.0. Youll probably find you know enough to use
the Recipes without any problems.
 1.2 Some C++ Conventions for Scientific Computing 23

A Few Wrinkles

We like to keep code compact, avoiding unnecessary spaces unless they add
immediate clarity. We usually dont put space around the assignment operator =.
For historical reasons, you will see us write y= -10.0; or y=(-10.0);, and y= *a;
or y=(*a);. This is just because there used to be some C compilers recognize the
(nonexistent) operator =- as being equivalent to the subtractive assignment operator
-=, and =* as being the same as the multiplicative assignment operator *=. We
hope that this quirkiness has disappeared by now, but we still have lingering habits.
We have the same viewpoint regarding unnecessary parentheses. You cant
write (or read) C++ effectively unless you memorize its operator precedence and
associativity rules. Please study the accompanying table while you brush your
teeth every night.
We never use the register storage class specifier. Good optimizing compilers
are quite sophisticated in making their own decisions about what to keep in registers,
and the best choices are sometimes rather counter-intuitive.
We like to use the C++ constructor for casting types: int(x) rather than the
C-style (int) x. Similarly, if a pointer to a function is passed as an argument, we
invoke the function with the C++ form func(x) rather than the C-style *func(x).
Some of our routines need to define a global vector or matrix to communicate
data between two routines, lets call them one() and two(), without using function
arguments. Typically the size of the data set needs to be set dynamically at runtime.
We handle this situation by making the global variable a pointer to the data, so that
function one would look something like this:

Vec_DP *xvec_p; Denition of global pointer.

void one(...)
{
...
xvec_p=new Vec_DP(n); Allocate storage of size n.
Vec_DP &xvec= *xvec_p; Make alias to simplify subsequent coding.
...
delete xvec_p; Reclaim storage when done.

The reference variable xvec is defined only to make subsequent code easier to write
and read. Instead of writing (*xvec_p)[i] we can write xvec[i].
To use the global vector in function two, we use the following scheme:

extern Vec_DP *xvec_p; Declaration of global pointer, dened elsewhere.

void two(...)
{
...
Vec_DP &xvec= *xvec_p; Make alias to simplify subsequent coding.
...

(Note for experts: An alternative scheme is to declare a zero-size vector globally,

and then resize it appropriately inside function one(). However, we dont want to
assume the existence of a resize function in the vector or matrix library.)
We have already alluded to the problem of computing small integer powers
of numbers, most notably the square and cube. The omission of this operation
24 Chapter 1. Preliminaries

Operator Precedence and Associativity Rules in C++

:: scope resolution left-to-right

() function call left-to-right

[] array element (subscripting)
. member selection
-> member selection (by pointer)
++ post increment right-to-left
-- post decrement

! logical not right-to-left

~ bitwise complement
- unary minus
++ pre increment
-- pre decrement
& address of
* contents of (dereference)
new create
delete destroy
(type) cast to type
sizeof size in bytes

* multiply left-to-right
/ divide
% remainder

+ add left-to-right
- subtract

<< bitwise left shift left-to-right

>> bitwise right shift

< arithmetic less than left-to-right

> arithmetic greater than
<= arithmetic less than or equal to
>= arithmetic greater than or equal to

== arithmetic equal left-to-right

!= arithmetic not equal

& bitwise and left-to-right

^ bitwise exclusive or left-to-right

| bitwise or left-to-right

&& logical and left-to-right

|| logical or left-to-right

? : conditional expression right-to-left

= assignment operator right-to-left

also += -= *= /= %=
<<= >>= &= ^= |=

, sequential expression left-to-right

 1.3 Implementation of the Vector and Matrix Classes 25

from C++ is perhaps the languages most galling continuing insult to the scientific
programmer. All good Fortran compilers recognize expressions like (a+b)**4
and produce in-line code, in this case with only one add and two multiplies. It is
typical for constant integer powers up to 12 to be thus recognized.
In nrutil.h we provide an inline templated function to handle squaring. Its
definition is

template<class T>
inline const T SQR(const T a) {return a*a;}

Youre on your own for higher powers. We also provide a collection of similar
functions for other simple operations: SQR, MAX, MIN, SIGN, and SWAP. These do the
obvious things (SIGN(a,b) returns the magnitude of a times the sign of b.)
Scientific programming in C++ may someday become a bed of roses; for now,
watch out for the thorns!

CITED REFERENCES AND FURTHER READING:

Stroustrup, B. 1997, The C++ Programming Language, 3rd ed. (Reading, MA: Addison-Wesley).
[1]

1.3 Implementation of the Vector and Matrix

Classes

In this section we describe the details of the implementation of the vector and
matrix classes we use. We start with the default classes, and then describe how you
can instead use another matrix/vector library with our Recipe functions. Unless you
are an experienced C++ programmer, you will probably not want to read beyond the
first subsection. And remember: in practice you will actually never need to use the
names NRVec or NRMat. Instead, you use identifiers like Vec I DP as described
in the previous section.

The Default Vector and Matrix Classes

Here is the declaration of the NRVec class:

template <class T>

class NRVec {
private:
int nn; Size of array, indices 0..nn-1.
T *v; Pointer to data array.
public:
NRVec(); Default constructor.
explicit NRVec(int n); Construct vector of size n.
NRVec(const T &a, int n); Initialize to constant value a.
NRVec(const T *a, int n); Initialize to values in C-style array a.
NRVec(const NRVec& rhs); Copy constructor.
NRVec& operator=(const NRVec& rhs); Assignment operator.
NRVec& operator=(const T& a); Assign a to every element.
26 Chapter 1. Preliminaries

inline T & operator[](const int i); Return element number i.

inline const T & operator[](const int i) const; const version.
inline int size() const; Return size of vector.
~NRVec(); Destructor.
};

The private variables are discussed in Appendix B. Lets look at the public interface.
The various constructors allow vectors to be declared as in the following examples:

NRVec<double> v; Zero-size array.

NRVec<double> w(10); w[0..9].
NRVec<int> x(a,10); x[0..9] = a.
NRVec<int> y(b,10); y[0..9] = b[0..9], b a C-style array.
NRVec<int> z=y; z[0..9] = y[0..9], y an NRVec.

The explicit keyword prevents the compiler from performing an implicit

type conversion from an integer. Unless you know what you are doing, you
almost certainly dont need to do such conversions, which are often a source of
hard-to-diagnose errors. So using explicit is a good idea.
The overloaded assignment operators allow code like (assuming the declarations
above)

y=x; Copy values from x to y.

x=1; Set all elements of x to 1.

The overloaded subscript operator [] is used repeatedly in the routines to access

array elements. For example, x[6] is the seventh element in the vector. We will
discuss the two forms of the subscript operator below in the subsection More on
const Correctness.
Finally, the size() function returns the number of elements in the vector:

NRVec<double> w(10);
int n = w.size(); Sets n to 10.

As we will discuss later, you can use any vector class you like with the
Numerical Recipes functions as long as it provides the basic functions above. (The
functions can be called something else; its the functionality that must be the same.)
In fact, you can get away with even less. As long as you provide the constructor for
a vector of length n, the subscript operator, and the size() function, most of the
Recipes will work. About ten will have to have some code replaced by explicit loops
to handle initializing to values or arrays. (The Numerical Recipes example routines
make more extensive use of the additional functions in the NRVec class.)
The matrix class NRMat is very similar to NRVec:

template <class T>

class NRMat {
private:
int nn; Number of rows and columns. Index
int mm; range is 0..nn-1, 0..mm-1.
T **v; Storage for data.
public:
NRMat(); Default constructor.
NRMat(int n, int m); Construct n m matrix.
NRMat(const T& a, int n, int m); Initialize to constant value a.
 1.3 Implementation of the Vector and Matrix Classes 27

NRMat(const T *a, int n, int m); Initialize to values in C-style array a.

NRMat(const NRMat& rhs); Copy constructor.
NRMat& operator=(const NRMat& rhs); Assignment operator.
NRMat& operator=(const T& a); Assign a to every element.
inline T* operator[](const int i); Subscripting: pointer to row i.
inline const T* operator[](const int i) const; const version.
inline int nrows() const; Return number of rows.
inline int ncols() const; Return number of columns.
~NRMat(); Destructor.
};

The only point to note is the return type of operator[]. If a is of type NRMat, we
want a[i] to point to row i of the matrix so that a[i][j] will be the (i, j) matrix
element. In our default class shown above, this means that a[i] must be of type T*.
However, it might be something else in a different, more complicated, class library.
Just as in the case of vectors, you will find out below how to use any matrix
class with the Recipes, as long as it provides the basic functions above. And if
all you supply is the constructor for an m n matrix, the subscript operator, and
the functions for the number of rows and columns, only about five routines will
need to be rewritten.
Only two of our routines use a three-dimensional array: rlft3 in 12.5 and
solvde in 17.3. This data structure is provided by the class NRMat3d in nrutil.h.
We have not made any special efforts for you to be able to use your own class instead
of the one we provide, but if necessary you could follow the same technique we
describe below for vectors and matrices.
The full implementation code for the NRVec and NRMat classes is in nrutil.h,
which is reproduced in Appendix B. Note that you can easily use the standard
library class valarray for vectors instead of NRVec: Simply replace the complete
declaration and implementation of the NRVec class with the following:

#define NRVec valarray

#include <valarray>

Alas, the standard library doesnt provide anything comparable to valarray for
matrices.

More on Const Correctness

At this point we need to elaborate on what exactly const does for a non-simple
type such as a class that is an argument of a function. Basically it guarantees that
the object is not modified by the function. In other words, the data members are
unchanged. But note that if a data member is a pointer to some data, and the
data itself is not a member variable, then the data can be changed even though
the pointer cannot be.
Lets look at the implications of this for a function f that takes an NRVec
argument a. To avoid unnecessary copying, we always pass arrays by reference.
Consider the difference between declaring the argument of a function with and
without const:

void f(NRVec<double> &a) OR void f(const NRVec<double> &a)

28 Chapter 1. Preliminaries

The const version promises that f does not modify the data members of a. But
a statement like

a[i] = 4;

inside the function declaration is in principle perfectly OK you are modifying

the data pointed to, not the pointer itself.
Isnt there some way to protect the data? you may ask. Yes, there is you
can declare the return type of operator[] to be const. This is why there are two
versions of operator[] in the NRVec class,

T & operator[](const int i);

const T & operator[](const int i) const;

The first form returns a reference to an element of a modifiable vector, while the
second is for a nonmodifiable vector. The way these work in our example is that
if argument a of function f() above is declared as const reference, then when a
is dereferenced the second form of operator[] will be invoked. (It is the trailing
const in the declaration that promises not to modify the object being dereferenced,
and which must agree in constness with the argument.) Then the return type const
allows expressions like x = a[i] but forbids expressions like a[i] = 4 (a[i] is
not an lvalue). By contrast, if a is declared in f() without the const qualifier,
the first form of operator[] is invoked, which allows both kinds of statements
(a[i] can be an lvalue).1
This is the kind of trickery you have to resort to to get const to protect the data.
As judged from the large number of matrix/vector libraries that follow this scheme,
many people feel that the payoff is worthwhile.
However, we must also recognize the existence of an alternative implementation
of operator[], which is to stick with the basic C++ philosophy const protects
the container, not the contents. In this case you would want only one form of
operator[], namely

T & operator[](const int i) const;

It would be invoked whether your vector was passed by const reference or not.
In both cases the size and pointer of the vector are unchanged, and element i is
returned as potentially modifiable.
While we do not use this second alternative in our default classes, since it is
nice to be able to use const to protect the contents, we must use it if we replace
our default classes with the classes described in the next subsection that allow you
to use your own favorite matrix/vector library instead of our defaults. The reason is
that with this alternative, all invocations of operator[] will enforce constness of
the object so as to allow the possibility of automatic conversions. (When an object
is passed to a function by reference, automatic type conversions can be made only if
the object is const.) Although giving up the extra const checking is regrettable,
1
Wait! you might object. The first form of operator[] doesnt actually modify the object, only the data.
Why cant I put a trailing const after it? Answer: because then the compiler could not distinguish between
the two forms. Overloaded functions and operators must be distinguishable by the argument types alone, not
by the return types.
 1.3 Implementation of the Vector and Matrix Classes 29

this nevertheless turns out to be the best route to allowing transparent use of other
matrix/vector libraries, as we now explain.

Using Other Vector and Matrix Libraries

Suppose you have a vector class MyVec that you want to use instead of NRVec. The goal
is to have automatic type conversions when a MyVec is passed to a Recipe function (and an
NRVec is expected), and when an NRVec is returned by a Recipe function (and a MyVec is
expected). C++ supplies us with the necessary tools: a constructor conversion to make an
NRVec out of a MyVec, and an operator conversion to make a MyVec out of an NRVec.
The first key idea is to make NRVec be a wrapper class for MyVec, that is, an NRVec
holds-a MyVec. The second key idea is to have the wrapper class hold both a MyVec and
a reference to a MyVec. Then when we want to make an NRVec out of a MyVec, we can
use the constructor initializer list to point the reference to the existing MyVec. No copying
of data takes place at all.
The wrapper classes must provide all the functions of the default classes introduced
earlier, and we shall describe them in the same order. So here is the start of the NRVec
wrapper class:

template<class T>
class NRVec {
private:
MyVec<T> myvec;
MyVec<T> &myref;
public:
NRVec<T>() : myvec(), myref(myvec) {}
...

The private variables are only a MyVec and a reference to one. The private variable myvec
is used solely when creating a new NRVec. The default constructor just invokes the default
constructor for a MyVec, and then points the reference accordingly. Similarly, the remaining
constructors simply invoke the corresponding MyVec constructors:

explicit NRVec<T>(const int n) : myvec(n), myref(myvec) {}

NRVec<T>(const T &a, int n) : myvec(n,a), myref(myvec) {}
NRVec<T>(const T *a, int n) : myvec(n,a), myref(myvec) {}

Note we are assuming that the syntax of the MyVec class member functions is the same
as that of the NRVec class, but its easy to take care of different syntax. For example, some
vector classes expect arguments in the opposite order: myvec(a,n) instead of myvec(n,a).
Next comes the conversion constructor. It makes a special NRVec that points to MyVecs
data, taking care of MyVec actual argments passed as NRVec formal arguments in function
calls:

NRVec<T>(MyVec<T> &rhs) : myref(rhs) {}

Since all the other functions in NRVec access the object only through myref, there is no
need to initialize myvec.
The copy constructor and assignment operator simply call the MyVec copy constructor
and assignment operator:

NRVec(const NRVec<T> &rhs) : myvec(rhs.myref), myref(myvec) {}

inline NRVec& operator=(const NRVec &rhs) { myref=rhs.myref; return *this;}
inline NRVec& operator=(const T &rhs) { myvec=rhs; return *this;}
30 Chapter 1. Preliminaries

(We assume here that the MyVec functions do the sensible thing of making a deep copy,
that is, they copy the data, not just the reference. See the MTL example in Appendix B
for a case where this is not true.)
Similarly, functions like size() are implemented by calling the corresponding MyVec
functions:

inline int size() const {return myref.size();}

We pointed out earlier that for the subscript operator, only the form that guarantees
constness of the container is allowed. We want automatic type conversion, and we get that
only for objects passed by const reference. Accordingly, we cannot guarantee constness of
the data (see the discussion in the previous subsection):

inline T & operator[](const int i) const {return myref[i];}

Next comes the conversion operator from NRVec to MyVec, which handles NRVec
function return types when used in MyVec expressions:

inline operator MyVec<T>() const {return myref;}

Finally, the destructor is trivial: the MyVec destructor takes care of destroying the data.

~NRVec() {}

A wrapper class for NRMat follows exactly the same form as for NRVec. The only thing
to watch out for is to make sure that the return type for operator[] is whatever a MyMat
object returns for a single [] dereference. Then expressions like a[i][j] will work correctly.
Instead of listing the final form of the wrapper class here (pulling together all the lines
above), we list in Appendix B two sample nrutil.h files for two popular matrix/vector
libraries. They are for the Template Numerical Toolkit, or TNT [1], and the Matrix Template
Library, or MTL [2]. We have found TNT to be particularly easy to use with the Recipe
functions. All you need to do is use TNT::Vector for MyVec and TNT::Matrix for MyMat. If
you are concerned about poor efficiency in using wrapper classes, our timing experiments show
less than 10% overhead for TNT with most compilers, compared with using TNT directly.
One final instruction: the file nrtypes.h also needs to be changed to the const
protects the container, not the contents convention for passing arguments by reference. To
make this easy, we have supplied the file nrtypes lib.h that correctly defines the constness
of vector and matrix arguments in this way. So simply edit nrtypes.h to include this file
instead of the default nrtypes nr.h (see Appendix B).
A note for C++ aficionados: You can also implement the interface to other matrix/vector
libraries by making NRVec a derived class of your vector class. However, this is not nearly
as elegant as the wrapper class. In particular, it depends on the implementations inside of
your vector class, while the wrapper class uses only the public interface and semantics of
your vector class.

CITED REFERENCES AND FURTHER READING:

Pozo, R., Template Numerical Toolkit, http://math.nist.gov/tnt. [1]
Lumsdaine, A., and Siek, J. 1998, The Matrix Template Library, http://www.lsc.nd.edu/
research/mtl. [2]