add numerical recipes library

lib/nr/cpp/recipes/cholsl.cpp

@@ -0,0 +1,17 @@
+#include "nr.h"
+
+void NR::cholsl(Mat_I_DP &a, Vec_I_DP &p, Vec_I_DP &b, Vec_O_DP &x)
+{
+	int i,k;
+	DP sum;
+
+	int n=a.nrows();
+	for (i=0;i<n;i++) {
+		for (sum=b[i],k=i-1;k>=0;k--) sum -= a[i][k]*x[k];
+		x[i]=sum/p[i];
+	}
+	for (i=n-1;i>=0;i--) {
+		for (sum=x[i],k=i+1;k<n;k++) sum -= a[k][i]*x[k];
+		x[i]=sum/p[i];
+	}
+}