Declarations:

In the above algorithm, G is an (it+2) $times$ (it+2) matrix. Thus, at the top of your main program, you should declare space for G as a one-based, (Itmx+2) $times$ (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().