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<H2><A NAME="SECTION0004168000000000000000">SLA_SVDCOV - Covariance Matrix from SVD</A>
<A NAME="xref_SLA_SVDCOV"> </A><A NAME="SLA_SVDCOV"> </A>
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<DL>
<DT><STRONG>ACTION:</STRONG>
<DD>From the <B>W</B> and <B>V</B> matrices from the SVD
factorization of a matrix
(as obtained from the sla_SVD routine), obtain
the covariance matrix.
<P> <DT><STRONG>CALL:</STRONG>
<DD><TT>CALL sla_SVDCOV (N, NP, NC, W, V, WORK, CVM)</TT>
<P> </DL>
<P> <DL>
<DT><STRONG>GIVEN:</STRONG>
<DD>
<BR>
<TABLE CELLPADDING=3>
<TR VALIGN="TOP"><TD ALIGN="LEFT"><EM>N</EM></TD>
<TH ALIGN="LEFT"><B>I</B></TH>
<TH ALIGN="LEFT" NOWRAP><I>n</I>, the number of rows and columns in
matrices <B>W</B> and <B>V</B></TH>
</TR>
<TR VALIGN="TOP"><TD ALIGN="LEFT"><EM>NP</EM></TD>
<TD ALIGN="LEFT"><B>I</B></TD>
<TD ALIGN="LEFT" NOWRAP>first dimension of array containing <IMG WIDTH="42" HEIGHT="25" ALIGN="MIDDLE" BORDER="0"
SRC="img73.gif"
ALT="$n \times n$">matrix <B>V</B></TD>
</TR>
<TR VALIGN="TOP"><TD ALIGN="LEFT"><EM>NC</EM></TD>
<TD ALIGN="LEFT"><B>I</B></TD>
<TD ALIGN="LEFT" NOWRAP>first dimension of array CVM</TD>
</TR>
<TR VALIGN="TOP"><TD ALIGN="LEFT"><EM>W</EM></TD>
<TD ALIGN="LEFT"><B>D(N)</B></TD>
<TD ALIGN="LEFT" NOWRAP><IMG WIDTH="42" HEIGHT="25" ALIGN="MIDDLE" BORDER="0"
SRC="img73.gif"
ALT="$n \times n$"> diagonal matrix <B>W</B>
(diagonal elements only)</TD>
</TR>
<TR VALIGN="TOP"><TD ALIGN="LEFT"><EM>V</EM></TD>
<TD ALIGN="LEFT"><B>D(NP,NP)</B></TD>
<TD ALIGN="LEFT" NOWRAP>array containing <IMG WIDTH="42" HEIGHT="25" ALIGN="MIDDLE" BORDER="0"
SRC="img73.gif"
ALT="$n \times n$"> orthogonal matrix <B>V</B></TD>
</TR>
</TABLE></DL>
<P> <DL>
<DT><STRONG>RETURNED:</STRONG>
<DD>
<BR>
<TABLE CELLPADDING=3>
<TR VALIGN="TOP"><TD ALIGN="LEFT"><EM>WORK</EM></TD>
<TH ALIGN="LEFT"><B>D(N)</B></TH>
<TD ALIGN="LEFT" NOWRAP>workspace</TD>
</TR>
<TR VALIGN="TOP"><TD ALIGN="LEFT"><EM>CVM</EM></TD>
<TD ALIGN="LEFT"><B>D(NC,NC)</B></TD>
<TD ALIGN="LEFT" NOWRAP>array to receive covariance matrix</TD>
</TR>
</TABLE></DL>
<P> <DL>
<DT><STRONG>REFERENCE:</STRONG>
<DD><I>Numerical Recipes</I>, section 14.3.
</DL>
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<ADDRESS>
<I>SLALIB --- Positional Astronomy Library<BR>Starlink User Note 67<BR>P. T. Wallace<BR>12 October 1999<BR>E-mail:ptw@star.rl.ac.uk</I>
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