add numerical recipes library

lib/nr/ansi/examples/xelmhes.c

@@ -0,0 +1,46 @@
+
+/* Driver for routine elmhes */
+
+#include <stdio.h>
+#define NRANSI
+#include "nr.h"
+#include "nrutil.h"
+
+#define NP 5
+
+int main(void)
+{
+	int i,j;
+	static float b[NP][NP]=
+		{1.0,2.0,300.0,4.0,5.0,
+		2.0,3.0,400.0,5.0,6.0,
+		3.0,4.0,5.0,6.0,7.0,
+		4.0,5.0,600.0,7.0,8.0,
+		5.0,6.0,700.0,8.0,9.0};
+	float **a;
+
+	a=convert_matrix(&b[0][0],1,NP,1,NP);
+	printf("***** original matrix *****\n");
+	for (i=1;i<=NP;i++) {
+		for (j=1;j<=NP;j++) printf("%12.2f",a[i][j]);
+		printf("\n");
+	}
+	printf("***** balance matrix *****\n");
+	balanc(a,NP);
+	for (i=1;i<=NP;i++) {
+		for (j=1;j<=NP;j++) printf("%12.2f",a[i][j]);
+		printf("\n");
+	}
+	printf("***** reduce to hessenberg form *****\n");
+	elmhes(a,NP);
+	for (j=1;j<=NP-2;j++)
+		for (i=j+2;i<=NP;i++)
+			a[i][j]=0.0;
+	for (i=1;i<=NP;i++) {
+		for (j=1;j<=NP;j++) printf("%12.2e",a[i][j]);
+		printf("\n");
+	}
+	free_convert_matrix(a,1,NP,1,NP);
+	return 0;
+}
+#undef NRANSI