PROGRAM D14R5 C Driver for routine SVDVAR PARAMETER(MP=6,MA=3,NCVM=MA) DIMENSION V(MP,MP),W(MP),CVM(NCVM,NCVM),TRU(MA,MA) DATA W/0.0,1.0,2.0,3.0,4.0,5.0/ DATA V/1.0,2.0,3.0,4.0,5.0,6.0,1.0,2.0,3.0,4.0,5.0,6.0, * 1.0,2.0,3.0,4.0,5.0,6.0,1.0,2.0,3.0,4.0,5.0,6.0, * 1.0,2.0,3.0,4.0,5.0,6.0,1.0,2.0,3.0,4.0,5.0,6.0/ DATA TRU/1.25,2.5,3.75,2.5,5.0,7.5,3.75,7.5,11.25/ WRITE(*,'(/1X,A)') 'Matrix V' DO 11 I=1,MP WRITE(*,'(1X,6F12.6)') (V(I,J),J=1,MP) 11 CONTINUE WRITE(*,'(/1X,A)') 'Vector W' WRITE(*,'(1X,6F12.6)') (W(I),I=1,MP) CALL SVDVAR(V,MA,MP,W,CVM,NCVM) WRITE(*,'(/1X,A)') 'Covariance matrix from SVDVAR' DO 12 I=1,MA WRITE(*,'(1X,3F12.6)') (CVM(I,J),J=1,MA) 12 CONTINUE WRITE(*,'(/1X,A)') 'Expected covariance matrix' DO 13 I=1,MA WRITE(*,'(1X,3F12.6)') (TRU(I,J),J=1,MA) 13 CONTINUE END