add numerical recipes library

lib/nr/ansi/recipes/orthog.c

@@ -0,0 +1,30 @@
+
+#define NRANSI
+#include "nrutil.h"
+
+void orthog(int n, float anu[], float alpha[], float beta[], float a[],
+	float b[])
+{
+	int k,l;
+	float **sig;
+	int looptmp;
+
+	sig=matrix(1,2*n+1,1,2*n+1);
+	looptmp=2*n;
+	for (l=3;l<=looptmp;l++) sig[1][l]=0.0;
+	looptmp++;
+	for (l=2;l<=looptmp;l++) sig[2][l]=anu[l-1];
+	a[1]=alpha[1]+anu[2]/anu[1];
+	b[1]=0.0;
+	for (k=3;k<=n+1;k++) {
+		looptmp=2*n-k+3;
+		for (l=k;l<=looptmp;l++) {
+			sig[k][l]=sig[k-1][l+1]+(alpha[l-1]-a[k-2])*sig[k-1][l]-
+				b[k-2]*sig[k-2][l]+beta[l-1]*sig[k-1][l-1];
+		}
+		a[k-1]=alpha[k-1]+sig[k][k+1]/sig[k][k]-sig[k-1][k]/sig[k-1][k-1];
+		b[k-1]=sig[k][k]/sig[k-1][k-1];
+	}
+	free_matrix(sig,1,2*n+1,1,2*n+1);
+}
+#undef NRANSI