SUBROUTINE INVERT(MM, M, A, DET, WORK, IWORK, IERR, OUNIT) C C<><><><><><><><><><><><><><><><><><><><><><><><><><><><><><><><><><><> C C PURPOSE C ------- C C COMPUTES THE INVERSE AND DETERMINANT OF THE SYMMETRIC MATRIX C (E.G., A COVARIANCE MATRIX) C C DESCRIPTION C ----------- C C 1. THE LINPACK SUBROUTINE SSIFA IS CALLED TO FACTOR THE MATRIX AND C THEN THE LINPACK SUBROUTINE SSIDI IS CALLED TO USE THE C FACTORIZATION TO FIND THE INVERSE AND DETERMINANT. THE INPUT C MATRIX MUST BE SYMMETRIC AND IS OVERWRITTEN WITH ITS INVERSE ON C OUTPUT. C C INPUT PARAMETERS C ---------------- C C MM INTEGER SCALAR (UNCHANGED ON OUTPUT). C THE FIRST DIMENSION OF THE MATRIX A. MUST BE AT LEAST M. C C M INTEGER SCALAR (UNCHANGED ON OUTPUT). C THE NUMBER OF ROWS AND COLUMNS IN THE MATRIX A. C C A REAL SYMMETRIC MATRIX WHOSE FIRST DIMENSION MUST BE MM AND C WHOSE SECOND DIMENSION MUST BE AT LEAST M (CHANGED ON C OUTPUT). C THE MATRIX OF DATA VALUES. C C A(I,J) IS THE VALUE FOR THE J-TH VARIABLE FOR THE I-TH CASE. C C WORK REAL VECTOR DIMENSIONED AT LEAST N. C WORK VECTOR. C C IWORK INTEGER VECTOR DIMENSIONED AT LEAST N. C WORK VECTOR. C C OUNIT INTEGER SCALAR (UNCHANGED ON OUTPUT). C UNIT NUMBER FOR ERROR MESSAGES. C C OUTPUT PARAMETERS C ----------------- C C A REAL MATRIX WHOSE FIRST DIMENSION MUST BE MM AND SECOND C DIMENSION MUST BE AT LEAST N. C THE INVERSE OF THE INPUT MATRIX. C C DET REAL VECTOR DIMENSIONED AT LEAST 2. C THE DETERMINANT OF THE MATRIX. C C THE DETERMINANT IS DET(1) ** DET(2). C C IERR INTEGER SCALAR. C ERROR FLAG. C C IF IERR = 0, NO ERROR CONDITION WAS DETECTED. C C IF IERR = K, THE K-TH PIVOT BLOCK IS SINGULAR. THE INVERSE IS C NOT COMPUTED. ERROR CONDITION SET IN CMLIB C ROUTINE SSIFA. C C REFERENCES C ---------- C C HARTIGAN, J. A. (1975). CLUSTERING ALGORITHMS, JOHN WILEY & C SONS, INC., NEW YORK. PAGE 69. C C NBS CORE MATH LIBRARY, VOLS. 1-4 (GAITHERSBURG: QA297.C69 IN NBS C LIBRARY, ADMIN E-120). C C<><><><><><><><><><><><><><><><><><><><><><><><><><><><><><><><><><><> C