### 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 $n×n$ matrix V NC I first dimension of array CVM W D(N) $n×n$ diagonal matrix W (diagonal elements only) V D(NP,NP) array containing $n×n$ orthogonal matrix V

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

REFERENCE:
Numerical Recipes, section 14.3.