add numerical recipes library

lib/nr/cpp/recipes/correl.cpp

@@ -0,0 +1,25 @@
+#include "nr.h"
+
+void NR::correl(Vec_I_DP &data1, Vec_I_DP &data2, Vec_O_DP &ans)
+{
+	int no2,i;
+	DP tmp;
+
+	int n=data1.size();
+	Vec_DP temp(n);
+	for (i=0;i<n;i++) {
+		ans[i]=data1[i];
+		temp[i]=data2[i];
+	}
+	realft(ans,1);
+	realft(temp,1);
+	no2=n>>1;
+	for (i=2;i<n;i+=2) {
+		tmp=ans[i];
+		ans[i]=(ans[i]*temp[i]+ans[i+1]*temp[i+1])/no2;
+		ans[i+1]=(ans[i+1]*temp[i]-tmp*temp[i+1])/no2;
+	}
+	ans[0]=ans[0]*temp[0]/no2;
+	ans[1]=ans[1]*temp[1]/no2;
+	realft(ans,-1);
+}