.help svdcov Jun99 "Slalib Package" .nf SUBROUTINE slSVDC (N, NP, NC, W, V, WORK, CVM) - - - - - - - S V D C - - - - - - - From the W and V matrices from the SVD factorisation of a matrix (as obtained from the slSVD 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 Copyright (C) 1995 Association of Universities for Research in Astronomy Inc. .fi .endhelp