add numerical recipes library

lib/nr/ansi/recipes/correl.c

@@ -0,0 +1,24 @@
+
+#define NRANSI
+#include "nrutil.h"
+
+void correl(float data1[], float data2[], unsigned long n, float ans[])
+{
+	void realft(float data[], unsigned long n, int isign);
+	void twofft(float data1[], float data2[], float fft1[], float fft2[],
+		unsigned long n);
+	unsigned long no2,i;
+	float dum,*fft;
+
+	fft=vector(1,n<<1);
+	twofft(data1,data2,fft,ans,n);
+	no2=n>>1;
+	for (i=2;i<=n+2;i+=2) {
+		ans[i-1]=(fft[i-1]*(dum=ans[i-1])+fft[i]*ans[i])/no2;
+		ans[i]=(fft[i]*dum-fft[i-1]*ans[i])/no2;
+	}
+	ans[2]=ans[n+1];
+	realft(ans,n,-1);
+	free_vector(fft,1,n<<1);
+}
+#undef NRANSI