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authorJoe Hunkeler <jhunkeler@gmail.com>2015-08-11 16:51:37 -0400
committerJoe Hunkeler <jhunkeler@gmail.com>2015-08-11 16:51:37 -0400
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+.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