CL_dsp_covCoord

// Simple example (cartesian to keplerian)
A = rand(6,6);
param1 = [7000.e3;1000.e3;200.e3; 3.e3; 2.e3; 1.e3];
cov1 = A*A'; // symmetric matrix
[param2,cov2] = CL_dsp_covCoord(param1,cov1,"car2kep")

// Elaborate example
// Change correlation matrix: cartesian to circular-adapted
bul = [-1877901 -3909428 -5026025 7428.157 -1541.857 -1576.532]';
cor = [1 -0.467016 -0.447601  0.960396  0.987145  0.995826;...
0     1     -0.088751 -0.359696 -0.412472 -0.540655;...
0     0         1     -0.248472 -0.582834 -0.431908;...
0     0         0          1     0.915197  0.943178;...
0     0         0          0         1      0.980679;...
0     0         0          0         0          1   ]; //upper triangle of correlation matrix
cor = cor+cor'-eye(cor); // correlation matrix (symmetric)

// Standard  deviation :
sd = [15939.681;2912.099;3079.494;6.819104;9.500176;12.146244];

// Covariance matrix in cartesian parameters
cov_car = CL_cor2cov(cor,sd);
[bul_cir,cov_cir] = CL_dsp_covCoord(bul,cov_car,'car2cir');
[cor_cir,sd_cir] = CL_cov2cor(cov_cir);