*-- Author : S.Burke / J.V. Morris
      SUBROUTINE FKLWM(IFL,S1,C1,S2,C2,S3,C3,IERR)
**********************************************************************                                        
*                                                                    *                                        
* Take the weighted mean of two state vectors                        *                                        
*                                                                    *                                        
* ERROR CONDITIONS;                                                  *                                        
*       IERR =   0  ; normal termination                             *                                        
*   ->  IERR = 111  ; failure to invert output covariance            *                                        
*       IERR =  16  ; output theta > pi/2 (reset to pi/4)            *                                        
*       IERR =  17  ; output theta > 1 (warning)                     *                                        
*                                                                    *                                        
*   ->  Fatal error                                                  *                                        
*                                                                    *                                        
**********************************************************************                                        
                                                                        
      IMPLICIT DOUBLE PRECISION (A-H,O-Z)                               
                                                                        
      PARAMETER (IUTIL=0,IROUT=6)                                       
*KEEP,FKECODE.                                                                                                
      PARAMETER (IWARN=0,IFATAL=1,IFPRO=2,IFFLT=3,IFSMO=4,IFPRS=5,      
     &           IFPAS=6,IFPAF=7)                                       
      PARAMETER (IINF1=1,IINF2=2,IINF3=3,IINV=4,IDONE=5)                
      PARAMETER (IICV=6,IMCV=7,IOCV=11,IRCV=12,IOVCV=13,                
     &           ITHGP2=16,ITHG1=17)                                    
      PARAMETER (IFREE=20,IFREE1=30,IFREE2=40,IFREE3=50)                
*KEND.                                                                                                        
                                                                        
      DIMENSION S1(5),C1(5,5),S2(5),C2(5,5),W(5,5),S3(5),C3(5,5),S4(5)  
                                                                        
**********************************************************************                                        
                                                                        
      IERR = 0                                                          
                                                                        
*                                                                                                             
* compute the inverse of the weighted average covariance ...                                                  
*                                                                                                             
      IF (IFL.GE.0) THEN                                                
         CALL FKADD(C1,C2,C3)
         CALL FKDIFF(S2,S1,S4)
      ELSE                                                              
         CALL FKSUB(C2,C1,C3)
         CALL FKDIFF(S1,S2,S4)
      ENDIF                                                             
      CALL DSINV(5,C3,5,IFAIL)                                                                         
      IF (IFAIL.NE.0) THEN                                              
         CALL FKERR(IUTIL,IROUT,IFATAL,IOCV,IERR)
         RETURN                                                         
      ENDIF                                                             
                                                                        
      CALL FKMLT(C1,C3,W)
      CALL FKMLT2(W,C2,C3)
                                                                        
*                                                                                                             
* compute the weighted average state vector ...                                                               
*                                                                                                             
      DO 400 J1=1,5                                                     
         S3(J1) = S1(J1)                                                
         DO 300 J2=1,5                                                  
            S3(J1) = S3(J1) + W(J1,J2)*S4(J2)                           
 300     CONTINUE                                                       
 400  CONTINUE                                                          
                                                                        
      CALL FKNORM(S3,IFAIL)
      IF (IFAIL.NE.0) CALL FKERR(IUTIL,IROUT,IWARN,IFAIL,IERR)
                                                                        
      RETURN                                                            
      END                                                               
*