add numerical recipes library

lib/nr/ansi/recipes/choldc.c

@@ -0,0 +1,20 @@
+
+#include <math.h>
+
+void choldc(float **a, int n, float p[])
+{
+	void nrerror(char error_text[]);
+	int i,j,k;
+	float sum;
+
+	for (i=1;i<=n;i++) {
+		for (j=i;j<=n;j++) {
+			for (sum=a[i][j],k=i-1;k>=1;k--) sum -= a[i][k]*a[j][k];
+			if (i == j) {
+				if (sum <= 0.0)
+					nrerror("choldc failed");
+				p[i]=sqrt(sum);
+			} else a[j][i]=sum/p[i];
+		}
+	}
+}