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	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

RETURNED:

WORK	D(N)	workspace
CVM	D(NC,NC)	array to receive covariance matrix

REFERENCE:

Numerical Recipes, section 14.3.