SUBROUTINE sla_SVDCOV (N, NP, NC, W, V, WORK, CVM) *+ * - - - - - - - * S V D C O V * - - - - - - - * * From the W and V matrices from the SVD factorisation of a matrix * (as obtained from the sla_SVD routine), obtain the covariance matrix. * * (double precision) * * Given: * N i number of rows and columns in matrices W and V * NP i first dimension of array containing matrix V * NC i first dimension of array to receive CVM * W d(N) NxN diagonal matrix W (diagonal elements only) * V d(NP,NP) array containing NxN orthogonal matrix V * * Returned: * WORK d(N) workspace * CVM d(NC,NC) array to receive covariance matrix * * Reference: * Numerical Recipes, section 14.3. * * P.T.Wallace Starlink December 1988 * * Copyright (C) 1995 Rutherford Appleton Laboratory *- IMPLICIT NONE INTEGER N,NP,NC DOUBLE PRECISION W(N),V(NP,NP),WORK(N),CVM(NC,NC) INTEGER I,J,K DOUBLE PRECISION S DO I=1,N S=W(I) IF (S.NE.0D0) THEN WORK(I)=1D0/(S*S) ELSE WORK(I)=0D0 END IF END DO DO I=1,N DO J=1,I S=0D0 DO K=1,N S=S+V(I,K)*V(J,K)*WORK(K) END DO CVM(I,J)=S CVM(J,I)=S END DO END DO END