/* exsw.gpg
does example spectral density matrices */
format /RD 10,2;
if 0;
    rho = 0.9;
    s1 = 1;
    s2 = 1;
    s = ((s1^2)~(rho*s1*s2))|((rho*s1*s2)~(s2^2));
else;
    s=(1~1)|(1~2);
    rho = s[1,2]/((s[1,1]+s[2,2])^(1/2));
endif;
"rho" rho;
"s" s;
{va,ve}=eighv(s);
"va" va;
"ve" ve;
q = ve*diagrv(eye(rows(s)),(va^(1/2))); /* qq'=s*/
"q:qq'=s" q;
"inv(q)" inv(q);
"w=s-1" inv(s);