add numerical recipes library

lib/nr/cpp/recipes/rzextr.cpp

@@ -0,0 +1,46 @@
+#include "nr.h"
+
+extern Vec_DP *x_p;
+extern Mat_DP *d_p;
+
+void NR::rzextr(const int iest, const DP xest, Vec_I_DP &yest, Vec_O_DP &yz,
+	Vec_O_DP &dy)
+{
+	int j,k,nv;
+	DP yy,v,ddy,c,b1,b;
+
+	nv=yz.size();
+	Vec_DP fx(iest+1);
+	Vec_DP &x=*x_p;
+	Mat_DP &d=*d_p;
+	x[iest]=xest;
+	if (iest == 0)
+		for (j=0;j<nv;j++) {
+			yz[j]=yest[j];
+			d[j][0]=yest[j];
+			dy[j]=yest[j];
+		}
+	else {
+		for (k=0;k<iest;k++)
+			fx[k+1]=x[iest-(k+1)]/xest;
+		for (j=0;j<nv;j++) {
+			v=d[j][0];
+			d[j][0]=yy=c=yest[j];
+			for (k=1;k<=iest;k++) {
+				b1=fx[k]*v;
+				b=b1-c;
+				if (b != 0.0) {
+					b=(c-v)/b;
+					ddy=c*b;
+					c=b1*b;
+				} else
+					ddy=v;
+				if (k != iest) v=d[j][k];
+				d[j][k]=ddy;
+				yy += ddy;
+			}
+			dy[j]=ddy;
+			yz[j]=yy;
+		}
+	}
+}