Initial commit

dataassim/math/numrec/f77_sources/choldc.for

@@ -0,0 +1,21 @@
+      SUBROUTINE choldc(a,n,np,p)
+      INTEGER n,np
+      REAL a(np,np),p(n)
+      INTEGER i,j,k
+      REAL sum
+      do 13 i=1,n
+        do 12 j=i,n
+          sum=a(i,j)
+          do 11 k=i-1,1,-1
+            sum=sum-a(i,k)*a(j,k)
+11        continue
+          if(i.eq.j)then
+            if(sum.le.0.)pause 'choldc failed'
+            p(i)=sqrt(sum)
+          else
+            a(j,i)=sum/p(i)
+          endif
+12      continue
+13    continue
+      return
+      END