add numerical recipes library

lib/nr/ansi/recipes/quadmx.c

@@ -0,0 +1,29 @@
+
+#include <math.h>
+#define NRANSI
+#include "nrutil.h"
+#define PI 3.14159265
+
+double x;
+
+void quadmx(float **a, int n)
+{
+	void kermom(double w[], double y, int m);
+	void wwghts(float wghts[], int n, float h,
+		void (*kermom)(double [], double ,int));
+	int j,k;
+	float h,*wt,xx,cx;
+
+	wt=vector(1,n);
+	h=PI/(n-1);
+	for (j=1;j<=n;j++) {
+		x=xx=(j-1)*h;
+		wwghts(wt,n,h,kermom);
+		cx=cos(xx);
+		for (k=1;k<=n;k++) a[j][k]=wt[k]*cx*cos((k-1)*h);
+		++a[j][j];
+	}
+	free_vector(wt,1,n);
+}
+#undef PI
+#undef NRANSI