hankel_cholesky_test, a MATLAB program which calls hankel_cholesky() to compute the upper Cholesky factor of a positive definite (symmetric) Hankel matrix H, that is, H = R' * R.


The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.

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hankel_cholesky, a MATLAB library which computes the upper Cholesky factor R of a nonnegative definite symmetric Hankel matrix H so that H = R' * R.

Source Code:

Last modified on 27 January 2019.