add numerical recipes library

lib/nr/cpp/recipes/orthog.cpp

@@ -0,0 +1,25 @@
+#include "nr.h"
+
+void NR::orthog(Vec_I_DP &anu, Vec_I_DP &alpha, Vec_I_DP &beta, Vec_O_DP &a,
+	Vec_O_DP &b)
+{
+	int k,l,looptmp;
+
+	int n=a.size();
+	Mat_DP sig(2*n+1,2*n+1);
+	looptmp=2*n;
+	for (l=2;l<looptmp;l++) sig[0][l]=0.0;
+	looptmp++;
+	for (l=1;l<looptmp;l++) sig[1][l]=anu[l-1];
+	a[0]=alpha[0]+anu[1]/anu[0];
+	b[0]=0.0;
+	for (k=2;k<n+1;k++) {
+		looptmp=2*n-k+2;
+		for (l=k;l<looptmp;l++) {
+			sig[k][l]=sig[k-1][l+1]+(alpha[l-1]-a[k-2])*sig[k-1][l]
+				-b[k-2]*sig[k-2][l]+beta[l-1]*sig[k-1][l-1];
+		}
+		a[k-1]=alpha[k-1]+sig[k][k+1]/sig[k][k]-sig[k-1][k]/sig[k-1][k-1];
+		b[k-1]=sig[k][k]/sig[k-1][k-1];
+	}
+}