ANGELO-LAMBDA: Covariance Matrix Interpolation and Mathematical Verification.

NEA Databank, Le Seine St Germain, 12, boulevard des Iles, 92130 Issy-les-Moulineaux, France.

Fortran-90; DOS or Linux PC (RSICC ID: P00544MNYCP01).

ANGELO-2.3 interpolates the covariance matrices to a union grid using flat weighting. The LAMBDA-2.3 code includes the mathematical routines to calculate the eigenvalues of the covariance matrices.

The algorithm used in ANGELO is relatively simple; therefore the interpolations involving energy group structure, which are very different from the original (e.g. large difference in the number of energy groups), may not be accurate. In particular, in the case of the MT=1018 data (fission spectra covariances) the algorithm may not be convenient, and the matrices produced may require corrections as described in the ENDF-6 Format Manual before being used.

ANGELO-LAMBDA works with personal computers running either Windows or Linux operating systems.

The PC version was compiled with Lahey/Fujitsu Fortran 95 release 5.50h. This release was tested at RSICC on a Pentium PC running the Microsoft Windows XP operating system with Lahey/Fujitsu Fortran 95 release 5.50d.

**10.a included in documentation:**

Short manual for ANGELO2.3 and LAMBDA2.3 codes.

K. Ivanov, M. Avramova, I. Kodeli, and E. Sartori, *Benchmark
for Uncertainty Analysis in Modeling (UAM) for Design, Operation and Safety Analysis
of LWRs*, *Volume I: Specification and Support Data for the Neutronics Cases
(Phase I)*, NEA/NSC/DOC(2007)23, OECD Nuclear Energy Agency, (December
2007).

**10.b background information**

I. Kodeli, E. Sartori, “Neutron Cross-Section Covariance
Data in Multigroup Form and Procedure for Interpolation to Users' Group
Structures for Uncertainty Analysis Applications,” in *Proc. of PHYSOR'90,
Int. Conf. on the Physics of Reactors: Operation, Design and Computation,
Marseille, PI-11 - PI-20, 23-27 April 1990, Marseille*; NEA computer package
NEA-1264/03 - /05 (ZZ-VITAMIN-J/COVA: Covariance Matrix Library based on JEF-1,
ENDF/B-IV and -V data);

I. Kodeli, “VITAMIN-J/COVA/EFF-3 Cross-Section Covariance
Matrix Library and its Use to Analyse Benchmark Experiments in SINBAD Database,”
*Fus. Eng. Design* 75-79 (2005) 1021-1025; NEA Package NEA-1264/05
(ZZ-VITA.-J/COVA/EFF3 Cross-section covariance data from EFF-3)

R. E. MacFarlane and D. W. Muir, *The NJOY Nuclear Data Processing
System, Version 97, Manual*, LA-12740-M (1994).

B. L. Broadhead, *SCALE 5.1 Cross-Section Covariance
Libraries*, ORNL/TM-2005/39, Version 5.1, Vol. I, Book 3, Sect. M19,
November 2006.

NJOY-99 code (module COVR).

ANGELO-LAMBDA is distributed on CD Rom containing referenced documents, Fortran 90 source code, test cases, and executables for Windows and Linux.

January 2010, October 2010.

**KEYWORDS:** COVARIANCE MATRICES, UNCERTAINTY
ANALYSIS