add numerical recipes library

lib/nr/k_and_r/recipes/svdvar.c

@@ -0,0 +1,23 @@
+
+#include "nrutil.h"
+
+void svdvar(v,ma,w,cvm)
+float **cvm,**v,w[];
+int ma;
+{
+	int k,j,i;
+	float sum,*wti;
+
+	wti=vector(1,ma);
+	for (i=1;i<=ma;i++) {
+		wti[i]=0.0;
+		if (w[i]) wti[i]=1.0/(w[i]*w[i]);
+	}
+	for (i=1;i<=ma;i++) {
+		for (j=1;j<=i;j++) {
+			for (sum=0.0,k=1;k<=ma;k++) sum += v[i][k]*v[j][k]*wti[k];
+			cvm[j][i]=cvm[i][j]=sum;
+		}
+	}
+	free_vector(wti,1,ma);
+}