add numerical recipes library

lib/nr/ansi/recipes/tridag.c

@@ -0,0 +1,24 @@
+
+#define NRANSI
+#include "nrutil.h"
+
+void tridag(float a[], float b[], float c[], float r[], float u[],
+	unsigned long n)
+{
+	unsigned long j;
+	float bet,*gam;
+
+	gam=vector(1,n);
+	if (b[1] == 0.0) nrerror("Error 1 in tridag");
+	u[1]=r[1]/(bet=b[1]);
+	for (j=2;j<=n;j++) {
+		gam[j]=c[j-1]/bet;
+		bet=b[j]-a[j]*gam[j];
+		if (bet == 0.0)	nrerror("Error 2 in tridag");
+		u[j]=(r[j]-a[j]*u[j-1])/bet;
+	}
+	for (j=(n-1);j>=1;j--)
+		u[j] -= gam[j+1]*u[j+1];
+	free_vector(gam,1,n);
+}
+#undef NRANSI