Covariance Matrix from SVD
CALL sla_SVDCOV (N, NP, NC, W, V, WORK, CVM)
N  I  $n$, the number of rows and columns in matrices W and V 
 
NP  I  first dimension of array containing $n\times n$ matrix V 
 
NC  I  first dimension of array CVM 


W  D(N)  $n\times n$ diagonal matrix W (diagonal elements only) 


V  D(NP,NP)  array containing $n\times n$ orthogonal matrix V 
WORK  D(N)  workspace 


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