slaSvdcov -

SYNOPSYS

PARAMETERS

int n

int np

int nc

double *w

double *v

double *work

double *cvm

DESCRIPTION

  From the w and v matrices from the SVD factorization of a matrix
  (as obtained from the slaSvd routine), obtain the covariance matrix.

  (double precision)

Given

     n      int            number of rows and columns in matrices w and v
     np     int            first dimension of array containing matrix v
     nc     int            first dimension of array to receive cvm
     w      double[n]      nxn diagonal matrix w (diagonal elements only)
     v      double[np][np] array containing nxn orthogonal matrix v

Returned

     work   double[n]      workspace
     cvm    double[nc][nc] array to receive covariance matrix

Reference

     Numerical Recipes, Section 14.3.

  P.T.Wallace   Starlink   31 October 1993

SEE ALSO

• slalib.3