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In the above algorithm,
G is an (it+2)
(it+2) matrix. Thus, at the top of your main
program, you should declare space for G as a one-based, (Itmx+2)
(Itmx+2) dmatrix and also declare space for u as a one-based
dvector of length Itmx+2. Finally, be good and free these variables
at the end of main().
Tomas Arias
Mon Mar 25 16:15:06 EST 2002