Computes the covariance matrix where and is computed by design_matrix.
See Also
| Type | Intent | Optional | Attributes | Name | ||
|---|---|---|---|---|---|---|
| real(kind=real64), | intent(in) | :: | x(:,:) |
An M-by-N matrix containing the formatted independent data matrix as computed by design_matrix. |
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| real(kind=real64), | intent(out) | :: | c(:,:) |
The N-by-N covariance matrix. |
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| class(errors), | intent(inout), | optional, | target | :: | err |
A mechanism for communicating errors and warnings to the caller. Possible warning and error codes are as follows. - FS_NO_ERROR: No errors encountered. - FS_ARRAY_SIZE_ERROR: Occurs if any of the matrices are not sized correctly. - FS_MEMORY_ERROR: Occurs if there is a memory allocation error. |