add numerical recipes library

lib/nr/ansi/recipes/qsimp.c

@@ -0,0 +1,26 @@
+
+#include <math.h>
+#define EPS 1.0e-6
+#define JMAX 20
+
+float qsimp(float (*func)(float), float a, float b)
+{
+	float trapzd(float (*func)(float), float a, float b, int n);
+	void nrerror(char error_text[]);
+	int j;
+	float s,st,ost=0.0,os=0.0;
+
+	for (j=1;j<=JMAX;j++) {
+		st=trapzd(func,a,b,j);
+		s=(4.0*st-ost)/3.0;
+		if (j > 5)
+			if (fabs(s-os) < EPS*fabs(os) ||
+				(s == 0.0 && os == 0.0)) return s;
+		os=s;
+		ost=st;
+	}
+	nrerror("Too many steps in routine qsimp");
+	return 0.0;
+}
+#undef EPS
+#undef JMAX