add numerical recipes library

lib/nr/cpp/recipes/qromb.cpp

@@ -0,0 +1,28 @@
+#include <cmath>
+#include "nr.h"
+using namespace std;
+
+DP NR::qromb(DP func(const DP), DP a, DP b)
+{
+	const int JMAX=20, JMAXP=JMAX+1, K=5;
+	const DP EPS=1.0e-10;
+	DP ss,dss;
+	Vec_DP s(JMAX),h(JMAXP),s_t(K),h_t(K);
+	int i,j;
+
+	h[0]=1.0;
+	for (j=1;j<=JMAX;j++) {
+		s[j-1]=trapzd(func,a,b,j);
+		if (j >= K) {
+			for (i=0;i<K;i++) {
+				h_t[i]=h[j-K+i];
+				s_t[i]=s[j-K+i];
+			}
+			polint(h_t,s_t,0.0,ss,dss);
+			if (fabs(dss) <= EPS*fabs(ss)) return ss;
+		}
+		h[j]=0.25*h[j-1];
+	}
+	nrerror("Too many steps in routine qromb");
+	return 0.0;
+}