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