add numerical recipes library

lib/nr/cpp/recipes/elmhes.cpp

@@ -0,0 +1,35 @@
+#include <cmath>
+#include "nr.h"
+using namespace std;
+
+void NR::elmhes(Mat_IO_DP &a)
+{
+	int i,j,m;
+	DP y,x;
+
+	int n=a.nrows();
+	for (m=1;m<n-1;m++) {
+		x=0.0;
+		i=m;
+		for (j=m;j<n;j++) {
+			if (fabs(a[j][m-1]) > fabs(x)) {
+				x=a[j][m-1];
+				i=j;
+			}
+		}
+		if (i != m) {
+			for (j=m-1;j<n;j++) SWAP(a[i][j],a[m][j]);
+			for (j=0;j<n;j++) SWAP(a[j][i],a[j][m]);
+		}
+		if (x != 0.0) {
+			for (i=m+1;i<n;i++) {
+				if ((y=a[i][m-1]) != 0.0) {
+					y /= x;
+					a[i][m-1]=y;
+					for (j=m;j<n;j++) a[i][j] -= y*a[m][j];
+					for (j=0;j<n;j++) a[j][m] += y*a[j][i];
+				}
+			}
+		}
+	}
+}