add numerical recipes library

lib/nr/ansi/recipes/zrhqr.c

@@ -0,0 +1,36 @@
+
+#define NRANSI
+#include "nrutil.h"
+#define MAXM 50
+
+void zrhqr(float a[], int m, float rtr[], float rti[])
+{
+	void balanc(float **a, int n);
+	void hqr(float **a, int n, float wr[], float wi[]);
+	int j,k;
+	float **hess,xr,xi;
+
+	hess=matrix(1,MAXM,1,MAXM);
+	if (m > MAXM || a[m] == 0.0) nrerror("bad args in zrhqr");
+	for (k=1;k<=m;k++) {
+		hess[1][k] = -a[m-k]/a[m];
+		for (j=2;j<=m;j++) hess[j][k]=0.0;
+		if (k != m) hess[k+1][k]=1.0;
+	}
+	balanc(hess,m);
+	hqr(hess,m,rtr,rti);
+	for (j=2;j<=m;j++) {
+		xr=rtr[j];
+		xi=rti[j];
+		for (k=j-1;k>=1;k--) {
+			if (rtr[k] <= xr) break;
+			rtr[k+1]=rtr[k];
+			rti[k+1]=rti[k];
+		}
+		rtr[k+1]=xr;
+		rti[k+1]=xi;
+	}
+	free_matrix(hess,1,MAXM,1,MAXM);
+}
+#undef MAXM
+#undef NRANSI