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Added a function mh_freeWorkArea(), which deallocates all the allocated memory.
It should be called in the non-standalone mode after finishing the computation.

/*
License: LGPL
Ref: Copied from this11/misc-2011/A1/wishart/Prog
$OpenXM: OpenXM/src/hgm/mh/src/rk.c,v 1.3 2013/02/20 01:06:38 takayama Exp $
 */
#include <stdio.h>
#include <stdlib.h>
#include <math.h>
#include <string.h>

extern int MH_RANK;
extern int MH_M;

char *MH_Gfname;
char *MH_Dfname;
extern int MH_Mg;
extern double *MH_Beta; extern double *MH_Ng; extern double MH_X0g;
extern int MH_RawName;
double MH_Hg = 0.001;
static FILE *Gf=NULL;
static FILE *Df =NULL;
int MH_P95=0;
int MH_Verbose=0;
static mypower(int x,int n) {
  int a,i;
  a = 1;
  for (i=0; i<n; i++) a = a*x;
  return(a);
}
mh_gopen_file() {
  FILE *fp;
  char fname[1024];
  int i;
  Gf=NULL;
  Df=NULL;
  if (MH_Verbose) {
    fprintf(stderr,"MH_Gfname=%s\n",MH_Gfname);
    fprintf(stderr,"MH_Dfname=%s\n",MH_Dfname);
  }
  if (MH_RANK != mypower(2,MH_Mg)) {
	fprintf(stderr,"rk.c MH_RANK=%d is not equal to 2^MH_Mg=%d. input_data_file is broken.\n",MH_RANK,mypower(2,MH_Mg));
	mh_usage();
	mh_exit(-1);
  }
  if (MH_Dfname != NULL) {
    if (!MH_RawName) {
      sprintf(&(MH_Dfname[strlen(MH_Dfname)]),"-m%d-n%lf-x0%lf-b",MH_Mg,*MH_Ng,MH_X0g);
      for (i=0; i<MH_Mg; i++) {
	sprintf(&(MH_Dfname[strlen(MH_Dfname)]),"%lf,",MH_Beta[i]);
      }
      sprintf(&(MH_Dfname[strlen(MH_Dfname)]),".txt");
    }
    Df = fopen(MH_Dfname,"w");
    if (Df == NULL) {
      fprintf(stderr,"Error to open the file %s\n",MH_Dfname);
      return(-1);
    }
  }
  if (MH_Gfname != NULL) {
    Gf = fopen(MH_Gfname,"w");
    if (Gf == NULL) {
      fprintf(stderr,"Error to open the file %s\n",MH_Gfname);
      return(-1);
    }
  }else return(1);
  sprintf(fname,"%s-gp.txt",MH_Gfname);
  fp = fopen(fname,"w");
  fprintf(fp,"set xrange [0:20]\n");
  fprintf(fp,"set yrange [0:1.2]\n");
  fprintf(fp,"plot \"%s\" title \"by hg\" with lines\n",MH_Gfname);
  fclose(fp);
  return(0);
}
/*
        Runge-Kutta
        y_{n+1} = y_n + 1/6 k_1 + 1/3 k_2 + 1/3 k_3 + 1/6 k_4
        k_1 = h f(x_n, y_n)
        k_2 = h f(x_n + 1/2 h, y_n + 1/2 k_1)
        k_3 = h f(x_n + 1/2 h, y_n + 1/2 k_2)
        k_4 = h f(x_n + h, y_n + k_3)
*/

/* ベクトル値関数 rk is defined in tmp-code-?.c,
 f(x, y) (x : scalar, y : vector) */ 

static void show_v(double x,double *v, int n)
{
  int i;
  static int counter=0;
  extern int MH_Dp;

  if ((counter % MH_Dp) != 0) { counter++; return;} else counter=1;
  fprintf(Df,"%lf\n",x);
  for (i = 0; i < n; i++) fprintf(Df," %le\n", v[i]);
}

double mh_rkmain(double x0,double y0[],double xn)
{
  static int initialized=0;
  int i;
  double h;
  double x;
  extern int MH_deallocate;
  /*
  double y[MH_RANK];
  double k1[MH_RANK], k2[MH_RANK], k3[MH_RANK], k4[MH_RANK];
  double temp[MH_RANK];
  double ty[MH_RANK];
  */
  static double *y,*k1,*k2,*k3,*k4,*temp,*ty;
  if (MH_deallocate && initialized) {
	if (y) mh_free(y);
	if (k1) mh_free(k1);
	if (k2) mh_free(k2);
	if (k3) mh_free(k3);
	if (k4) mh_free(k4);
	if (temp) mh_free(temp);
	if (ty) mh_free(ty);
    y = k1 = k2 = k3 = k4 = temp = ty = NULL;
	initialized=0;
	return(0.0);
  }
  if (!initialized) {
    y = (double *)mh_malloc(sizeof(double)*MH_RANK);
    k1 = (double *)mh_malloc(sizeof(double)*MH_RANK);
    k2 = (double *)mh_malloc(sizeof(double)*MH_RANK);
    k3 = (double *)mh_malloc(sizeof(double)*MH_RANK);
    k4 = (double *)mh_malloc(sizeof(double)*MH_RANK);
    temp = (double *)mh_malloc(sizeof(double)*MH_RANK);
    ty = (double *)mh_malloc(sizeof(double)*MH_RANK);
	initialized=1;
  }
  h = MH_Hg;
  for (i = 0; i < MH_RANK; i++)
    y[i] = y0[i];
  for (x = x0; (h>0?(x<xn):(x>xn)); x += h) {
	if (Df) show_v(x,y, MH_RANK);
	if (Gf) fprintf(Gf,"%lf %le\n",x,y[0]);
        /* Output 95% point */
	if (MH_P95) {
	  if ((MH_P95==1) && (y[0] >= 0.95)) {
	    printf("x=%le, y[0]=%lf\n",x,y[0]);
	    MH_P95=2;
	  }else if ((MH_P95==2) && (y[0] >=0.9500000001)) {
	    printf("x=%le, y[0]=%lf\n",x,y[0]);
	    MH_P95=0;
	  }
	}
    mh_rf(x, y, MH_RANK, temp, MH_RANK);
    for (i = 0; i < MH_RANK; i++)
      k1[i] = h * temp[i];

    for (i = 0; i < MH_RANK; i++)
      ty[i] = y[i] + 0.5 * k1[i];
    mh_rf(x + 0.5 * h, ty, MH_RANK, temp, MH_RANK);
    for (i = 0; i < MH_RANK; i++)
      k2[i] = h * temp[i];

    for (i = 0; i < MH_RANK; i++)
      ty[i] = y[i] + 0.5 * k2[i];
    mh_rf(x + 0.5 * h, ty, MH_RANK, temp, MH_RANK);
    for (i = 0; i < MH_RANK; i++)
      k3[i] = h * temp[i];

    for (i = 0; i < MH_RANK; i++)
      ty[i] = y[i] + k3[i];
    mh_rf(x + h, ty, MH_RANK, temp, MH_RANK);
    for (i = 0; i < MH_RANK; i++)
      k4[i] = h * temp[i];
                
    for (i = 0; i < MH_RANK; i++)
      y[i] = y[i] + 1.0/6.0 * k1[i] + 1.0/3.0 * k2[i] + 1.0/3.0 * k3[i] + 1.0/6.0 * k4[i];
  }
  printf("x=%lf, y[0]=%lg\n",x,y[0]);
  if (Df) fclose(Df);
  if (Gf) fclose(Gf);
  return x;
}