overdetermined linear system by Givens rotations, a state-of-art algorithm. Routine takes current observation equation from a and accumulates it into r: (C) Alex Schwarzenberg-Czerny,2000 alex@camk.edu.pl
Type | Intent | Optional | Attributes | Name | ||
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real(kind=SP), | intent(in) | :: | a(:) | a(n1) - an equation with its RHS as a(n1) element, multiplied by sqrt of weight. Note: sum of all weights must equall no.observations, lest GIVENS returns wrong covariance estimates. |
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real(kind=SP), | intent(inout) | :: | r(:,:) |