overdetermined linear system by accurate Givens rotations. Prior to GIVENS call m-times GIVENSA in order to build the triangle system R (C) Alex Schwarzenberg-Czerny,2000 alex@camk.edu.pl
Type | Intent | Optional | Attributes | Name | ||
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real(kind=SP), | intent(inout) | :: | r(:,:) | r(n1,:) - unknowns (r(k,k),k=1,n) variances (r(:k,k),k=1,n) half of covariance matrix (r(k+1:,k),k=2,n) half of inverse triangle root Q r(n1,n1) - chi^2/idf (=RHS variance=std.dev^2) For idf<0: ((r(j,k),j=1,k),k=1,n) inverse triangle root Q |
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integer, | intent(in) | :: | idf | idf - >0 solve normal equations for idf degrees of freedom <0 and r(n1,n1)=1: inverse triangle matrix R |
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real(kind=SP), | intent(out) | :: | detnth | =Det(R)^(1/n) - n-th root of determinant |
result condition ratio (min eigenv/max eigenv), 0 signalls singular system