Hars,

the procedure used relied on SIMULTANEOUS diagonalisation of
  TWO covariance matrices.

For an attempt to extend this to THREE matrices see
Smith, S.P and Lin, C.Y. 1989. J. Dairy Science 72:3336-3341

+++++++++++++++++++++++++++++++++++++++++++++++++++++++++
Karin Meyer, Animal Genetics and Breeding Unit,
University of New England,  Armidale, NSW 2351, Australia,
Phone (+61) (02) 6773-3331  Fax (+61) (02) 6773-3266
DFREML homepage http://agbu.une.edu.au/~kmeyer/dfreml.html

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