add numerical recipes library

lib/nr/cpp/recipes/fdjac.cpp

@@ -0,0 +1,25 @@
+#include <cmath>
+#include "nr.h"
+using namespace std;
+
+void NR::fdjac(Vec_IO_DP &x, Vec_I_DP &fvec, Mat_O_DP &df,
+	void vecfunc(Vec_I_DP &, Vec_O_DP &))
+{
+	const DP EPS=1.0e-8;
+	int i,j;
+	DP h,temp;
+
+	int n=x.size();
+	Vec_DP f(n);
+	for (j=0;j<n;j++) {
+		temp=x[j];
+		h=EPS*fabs(temp);
+		if (h == 0.0) h=EPS;
+		x[j]=temp+h;
+		h=x[j]-temp;
+		vecfunc(x,f);
+		x[j]=temp;
+		for (i=0;i<n;i++)
+			df[i][j]=(f[i]-fvec[i])/h;
+	}
+}