add numerical recipes library

lib/nr/k_and_r/recipes/elmhes.c

@@ -0,0 +1,39 @@
+
+#include <math.h>
+#define SWAP(g,h) {y=(g);(g)=(h);(h)=y;}
+
+void elmhes(a,n)
+float **a;
+int n;
+{
+	int m,j,i;
+	float y,x;
+
+	for (m=2;m<n;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=1;j<=n;j++) SWAP(a[j][i],a[j][m])
+		}
+		if (x) {
+			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=1;j<=n;j++)
+						a[j][m] += y*a[j][i];
+				}
+			}
+		}
+	}
+}
+#undef SWAP