add numerical recipes library

lib/nr/cpp/recipes/pwt.cpp

@@ -0,0 +1,43 @@
+#include "nr.h"
+
+extern wavefilt *wfilt_p;
+
+void NR::pwt(Vec_IO_DP &a, const int n, const int isign)
+{
+	DP ai,ai1;
+	int i,ii,j,jf,jr,k,n1,ni,nj,nh,nmod;
+
+	if (n < 4) return;
+	wavefilt &wfilt=*wfilt_p;
+	Vec_DP wksp(n);
+	nmod=wfilt.ncof*n;
+	n1=n-1;
+	nh=n >> 1;
+	for (j=0;j<n;j++) wksp[j]=0.0;
+	if (isign >= 0) {
+		for (ii=0,i=0;i<n;i+=2,ii++) {
+			ni=i+1+nmod+wfilt.ioff;
+			nj=i+1+nmod+wfilt.joff;
+			for (k=0;k<wfilt.ncof;k++) {
+				jf=n1 & (ni+k+1);
+				jr=n1 & (nj+k+1);
+				wksp[ii] += wfilt.cc[k]*a[jf];
+				wksp[ii+nh] += wfilt.cr[k]*a[jr];
+			}
+		}
+	} else {
+		for (ii=0,i=0;i<n;i+=2,ii++) {
+			ai=a[ii];
+			ai1=a[ii+nh];
+			ni=i+1+nmod+wfilt.ioff;
+			nj=i+1+nmod+wfilt.joff;
+			for (k=0;k<wfilt.ncof;k++) {
+				jf=n1 & (ni+k+1);
+				jr=n1 & (nj+k+1);
+				wksp[jf] += wfilt.cc[k]*ai;
+				wksp[jr] += wfilt.cr[k]*ai1;
+			}
+		}
+	}
+	for (j=0;j<n;j++) a[j]=wksp[j];
+}