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Subroutine da_gen_eigen(kz, covm, eve, val) 4,2
implicit none
integer, intent(in) :: kz
real , dimension(1:kz,1:kz), intent(inout) :: covm
real , dimension(1:kz,1:kz), intent(out) :: eve
real , dimension(1:kz) , intent(out) :: val
integer :: k1, k2
!
call da_1d_eigendecomposition
( covm, eve, val )
do k1 = 1, kz
if ( val(k1) < 0.0 ) val(k1) = 0.0
end do
do k1 = 1, kz
do k2 = k1, kz
covm(k1,k2) = SUM( eve(k1,:) * val(:) * eve(k2,:) )
end do
end do
do k1 = 2, kz
do k2 = 1, k1-1
covm(k1,k2) = covm(k2,k1)
end do
end do
call da_1d_eigendecomposition( covm, eve, val )
do k1 = 1, kz
if ( val(k1) < 0.0 ) val(k1) = 0.0
end do
!
end Subroutine da_gen_eigen