general links

• http://www.numerical-recipes.com/recipe-list.html -- NR method names descriptions

• http://kutsyy.com/java/javadoc/index.html -- Java libraries for several needed functions

specific functions

powell.c

• powell's direction set method, or powell minimizer
• itkPowellOptimizer
• vnl_powell

f1dim.c

• function used by linmin [10.5]

linmin.c

• line minimization
• nothing apparent in ITK, vnl, GSL

• http://cvs.gnome.org/viewcvs/moiss/moiss-src/linmin.c

• check koders.com
• used by powell

ludcmp.c

• LU decomposition
• vnl_rnpoly_solve has method

lubksb.c

• LU back substitution
• vnl_rnpoly_solve has method

brent.c

• brent's method for min of function
• gsl_min_fminimizer_brent
• ITK/vnl: Utilities/vxl/core/vnl/algo/vnl_brent.cxx
• used by linmin

mnbrak.c

• bracket the minimum of a function

• no apparent replacements. others have same conclusion: http://www.blackwellpublishing.com/rss/Readmefiles/zucker.htm

• check koders.com
• used by linmin

svdcmp.c

• singular value decomposition of a matrix

• LAPACK seems to have it (http://www.netlib.org/lapack/lug/node53.html), but not ATLAS

• check koders.com

ran1.c

• random deviate, minimal standard plus shuffle [7.1]

• used in

  • utils/utils.c from within randomNumber()
• not supposed to be such a great random num generator. how important is using the same algorithm?
• exact same: gsl_rng_ran1, but no longer exists. now provides gsl_rng_minstd

• full gsl doc for this: http://www.lsw.uni-heidelberg.de/manuals/gsl-ref-html/gsl-ref_16.html

• vnl_random
• itkMersenneTwisterRandomVariateGenerator

tred2.c

• householder reduction of a real, symmetric matrix

• itkSymmetricEigenAnalysis has ReduceToTridiagonalMatrixAndGetTransformation, adapted from netlib/tred2.c

• also: Utilities/vxl/v3p/netlib/tred2.c

tqli.c

• eigensolution of a symmetric tridiagonal matrix
• tqli vs. tql1 -- the same I think
• itkSymmetricEigenAnalysis has ComputeEigenValuesUsingQL, adapted from netlib/tql1.c
• also: Utilities/vxl/v3p/netlib/tql1.c

splint.c

• cubic spline interpolation [3.3]
• Image Registration Toolkit appears to have closed source implementation. Maybe they'll share.

spline.c

• construct a cubic spline [3.3]

pythag.c

• calculate (a^2+b2)^{1/2} without overflow [2.6]

• ITK: Utilities/vxl/v3p/netlib/pythag.c
• used by tqli

dfpmin.c

• minimize in N-dimensions by variable metric method
• check koders.com

lnsrch.c

• search along a line, used by dfpmin
• check koders.com

nrutil.c

• vector, matrix, free_vector, free_matrix