Initial commit

dataassim/math/numrec/f77_sources/svdvar.for

@@ -0,0 +1,22 @@
+      SUBROUTINE svdvar(v,ma,np,w,cvm,ncvm)
+      INTEGER ma,ncvm,np,MMAX
+      REAL cvm(ncvm,ncvm),v(np,np),w(np)
+      PARAMETER (MMAX=20)
+      INTEGER i,j,k
+      REAL sum,wti(MMAX)
+      do 11 i=1,ma
+        wti(i)=0.
+        if(w(i).ne.0.) wti(i)=1./(w(i)*w(i))
+11    continue
+      do 14 i=1,ma
+        do 13 j=1,i
+          sum=0.
+          do 12 k=1,ma
+            sum=sum+v(i,k)*v(j,k)*wti(k)
+12        continue
+          cvm(i,j)=sum
+          cvm(j,i)=sum
+13      continue
+14    continue
+      return
+      END