add numerical recipes library

lib/nr/cpp/recipes/pzextr.cpp

@@ -0,0 +1,37 @@
+#include "nr.h"
+
+extern Vec_DP *x_p;
+extern Mat_DP *d_p;
+
+void NR::pzextr(const int iest, const DP xest, Vec_I_DP &yest, Vec_O_DP &yz,
+	Vec_O_DP &dy)
+{
+	int j,k1;
+	DP q,f2,f1,delta;
+
+	int nv=yz.size();
+	Vec_DP c(nv);
+	Vec_DP &x=*x_p;
+	Mat_DP &d=*d_p;
+	x[iest]=xest;
+	for (j=0;j<nv;j++) dy[j]=yz[j]=yest[j];
+	if (iest == 0) {
+		for (j=0;j<nv;j++) d[j][0]=yest[j];
+	} else {
+		for (j=0;j<nv;j++) c[j]=yest[j];
+		for (k1=0;k1<iest;k1++) {
+			delta=1.0/(x[iest-k1-1]-xest);
+			f1=xest*delta;
+			f2=x[iest-k1-1]*delta;
+			for (j=0;j<nv;j++) {
+				q=d[j][k1];
+				d[j][k1]=dy[j];
+				delta=c[j]-q;
+				dy[j]=f1*delta;
+				c[j]=f2*delta;
+				yz[j] += dy[j];
+			}
+		}
+		for (j=0;j<nv;j++) d[j][iest]=dy[j];
+	}
+}