add numerical recipes library

lib/nr/cpp/recipes/tridag.cpp

@@ -0,0 +1,20 @@
+#include "nr.h"
+
+void NR::tridag(Vec_I_DP &a, Vec_I_DP &b, Vec_I_DP &c, Vec_I_DP &r, Vec_O_DP &u)
+{
+	int j;
+	DP bet;
+
+	int n=a.size();
+	Vec_DP gam(n);
+	if (b[0] == 0.0) nrerror("Error 1 in tridag");
+	u[0]=r[0]/(bet=b[0]);
+	for (j=1;j<n;j++) {
+		gam[j]=c[j-1]/bet;
+		bet=b[j]-a[j]*gam[j];
+		if (bet == 0.0) nrerror("Error 2 in tridag");
+		u[j]=(r[j]-a[j]*u[j-1])/bet;
+	}
+	for (j=(n-2);j>=0;j--)
+		u[j] -= gam[j+1]*u[j+1];
+}