add numerical recipes library

lib/nr/ansi/recipes/memcof.c

@@ -0,0 +1,46 @@
+
+#include <math.h>
+#define NRANSI
+#include "nrutil.h"
+
+void memcof(float data[], int n, int m, float *xms, float d[])
+{
+	int k,j,i;
+	float p=0.0,*wk1,*wk2,*wkm;
+
+	wk1=vector(1,n);
+	wk2=vector(1,n);
+	wkm=vector(1,m);
+	for (j=1;j<=n;j++) p += SQR(data[j]);
+	*xms=p/n;
+	wk1[1]=data[1];
+	wk2[n-1]=data[n];
+	for (j=2;j<=n-1;j++) {
+		wk1[j]=data[j];
+		wk2[j-1]=data[j];
+	}
+	for (k=1;k<=m;k++) {
+		float num=0.0,denom=0.0;
+		for (j=1;j<=(n-k);j++) {
+			num += wk1[j]*wk2[j];
+			denom += SQR(wk1[j])+SQR(wk2[j]);
+		}
+		d[k]=2.0*num/denom;
+		*xms *= (1.0-SQR(d[k]));
+		for (i=1;i<=(k-1);i++)
+			d[i]=wkm[i]-d[k]*wkm[k-i];
+		if (k == m) {
+			free_vector(wkm,1,m);
+			free_vector(wk2,1,n);
+			free_vector(wk1,1,n);
+			return;
+		}
+		for (i=1;i<=k;i++) wkm[i]=d[i];
+		for (j=1;j<=(n-k-1);j++) {
+			wk1[j] -= wkm[k]*wk2[j];
+			wk2[j]=wk2[j+1]-wkm[k]*wk1[j+1];
+		}
+	}
+	nrerror("never get here in memcof.");
+}
+#undef NRANSI