Module RNCOR in IMSLS

General Information

Generate a pseudorandom orthogonal matrix or a correlation matrix.

Usage

CALL RNCOR (N, IOPT, EV, A, LDA, COR, LDCOR)

Classification

L6b3	Random contingency tables and correlation matrices
L6b15	Random orthogonal matrices

Type

subroutine in IMSLS package

Language

Fortran

Availability

Proprietary, Portable

Precision

Single Precision

Alternates

DRNCOR

Double Precision

Installation on ITL; Unix Workstation Network

Location

National Institute of Standards and Technology (NIST), Gaithersburg, MD.

Contact

Gaithersburg Consulting Office: 301-975-2968 (FTS 879-2968)

Usage

Access available only to NIST staff on internal Unix systems. They may access this package provided the /itl tree is cross-mounted.

Documentation

cat /home/fetch/Subjects/Math-Stat-Software/imsl/Documentation/rncor

Example

cat /home/fetch/Subjects/Math-Stat-Software/imsl/Examples/rncor

To Link

Login to spruce.nist.gov and see ITL How-To for information on how to setup your environment and link.