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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
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