- #1
natski
- 267
- 2
Hi all,
Does anyone have/know the location of a subroutine for returning the diagonalized matrix of square, real array? The array is a covariance matrix so should be diagonalizable in all cases.
Thanks,
Natski
Does anyone have/know the location of a subroutine for returning the diagonalized matrix of square, real array? The array is a covariance matrix so should be diagonalizable in all cases.
Thanks,
Natski