SLA_SVDCOV - Covariance Matrix from SVD   

ACTION:

From the W and V matrices from the SVD factorization of a matrix (as obtained from the sla_SVD routine), obtain the covariance matrix.

CALL:

CALL sla_SVDCOV (N, NP, NC, W, V, WORK, CVM)

GIVEN:

$$n \times n$$ NP I

NC I first dimension of array CVM

$$n \times n$$ W D(N)

$$n \times n$$ V D(NP,NP)

RETURNED:

WORK workspace

CVM D(NC,NC) array to receive covariance matrix

REFERENCE:

Numerical Recipes, section 14.3.