add numerical recipes library

lib/nr/ansi/recipes/fdjac.c

@@ -0,0 +1,27 @@
+
+#include <math.h>
+#define NRANSI
+#include "nrutil.h"
+#define EPS 1.0e-4
+
+void fdjac(int n, float x[], float fvec[], float **df,
+	void (*vecfunc)(int, float [], float []))
+{
+	int i,j;
+	float h,temp,*f;
+
+	f=vector(1,n);
+	for (j=1;j<=n;j++) {
+		temp=x[j];
+		h=EPS*fabs(temp);
+		if (h == 0.0) h=EPS;
+		x[j]=temp+h;
+		h=x[j]-temp;
+		(*vecfunc)(n,x,f);
+		x[j]=temp;
+		for (i=1;i<=n;i++) df[i][j]=(f[i]-fvec[i])/h;
+	}
+	free_vector(f,1,n);
+}
+#undef EPS
+#undef NRANSI