add numerical recipes library

lib/nr/cpp/recipes/choldc.cpp

@@ -0,0 +1,21 @@
+#include <cmath>
+#include "nr.h"
+using namespace std;
+
+void NR::choldc(Mat_IO_DP &a, Vec_O_DP &p)
+{
+	int i,j,k;
+	DP sum;
+
+	int n=a.nrows();
+	for (i=0;i<n;i++) {
+		for (j=i;j<n;j++) {
+			for (sum=a[i][j],k=i-1;k>=0;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];
+		}
+	}
+}