08-Jan-2022 08:47:32 pdflib_test(): MATLAB/Octave version 9.8.0.1380330 (R2020a) Update 2 Test pdflib(). INITIALIZE - Note: The RNGLIB package has been initialized. I4_BINOMIAL_PDF_TEST I4_BINOMIAL_PDF reports PROB, the probability that N trials, with P probability of success result in K successes. N P K PROB 5 0.250000 0 0.237305 5 0.250000 1 0.395508 5 0.250000 2 0.263672 5 0.250000 3 0.0878906 5 0.250000 4 0.0146484 5 0.250000 5 0.000976562 INITIALIZE - Note: The RNGLIB package has been initialized. I4_BINOMIAL_SAMPLE_TEST I4_BINOMIAL_SAMPLE samples the binomial distribution. N P K PDF 7 0.3244 2 0.311052 6 0.3530 1 0.240123 12 0.8207 11 0.244826 7 0.8952 7 0.460639 6 0.5034 2 0.231195 1 0.0370 0 0.962987 2 0.7476 2 0.558886 5 0.0798 0 0.659919 15 0.3954 7 0.173636 13 0.4731 8 0.131135 INITIALIZE - Note: The RNGLIB package has been initialized. I4_UNIFORM_SAMPLE_TEST I4_UNIFORM_SAMPLE samples the uniform distribution on integers. Generate C between A and B. A B C -4 4 0 -4 4 -3 1 17 6 -3 18 4 -5 8 5 -10 -9 -10 -9 13 -1 -6 -4 -6 4 10 9 3 11 10 INITIALIZE - Note: The RNGLIB package has been initialized. R8_CHI_SAMPLE_TEST R8_CHI_SAMPLE ( DF ) samples the Chi distribution with DF degrees of freedom. Current generator index = 2 I DF R8_CHI_SAMPLE ( DF ) 1 3.10629 4.66215 2 5.26012 7.20377 3 2.96542 7.98763 4 3.68364 2.67281 5 3.85438 2.0668 6 2.73145 2.56831 7 1.72521 0.431697 8 2.42439 1.56641 9 5.84687 9.92267 10 1.76515 0.415013 INITIALIZE - Note: The RNGLIB package has been initialized. R8PO_FA_TEST R8PO_FA computes the Cholesky factor R of a positive definite matrix A, so that A = R' * R. Start with random R1; Compute A = R1' * R1. Call R8MAT_POFAC and see if you recover R2 = R1. R1: Col: 1 2 3 4 5 Row --- 1 0.323711 0.324392 0.28873 0.566211 0.895177 2 0 0.493388 0.353007 0.82072 0.336599 3 0 0 0.153961 0.325495 0.285023 4 0 0 0 0.34008 0.503381 5 0 0 0 0 0.773531 A: Col: 1 2 3 4 5 Row --- 1 0.104789 0.105009 0.0934649 0.183289 0.289778 2 0.105009 0.348662 0.267831 0.588607 0.456462 3 0.0934649 0.267831 0.231683 0.503315 0.421168 4 0.183289 0.588607 0.503315 1.21578 1.04708 5 0.289778 0.456462 0.421168 1.04708 1.84762 Frobenius difference between R1 and R2 = 7.26433e-16 INITIALIZE - Note: The RNGLIB package has been initialized. R8VEC_MULTINORMAL_PDF_TEST R8VEC_MULTINORMAL_PDF evaluates the PDF for the multinormal distribution. The covariance matrix is C. The definition uses the inverse of C; R8VEC_MULTINORMAL_PDF uses the Cholesky factor. Verify that the algorithms are equivalent. R1: Col: 1 2 3 4 5 Row --- 1 0.323711 0.324392 0.28873 0.566211 0.895177 2 0.493388 0.353007 0.82072 0.336599 3 0.153961 0.325495 0.285023 4 0.34008 0.503381 5 0.773531 C: Col: 1 2 3 4 5 Row --- 1 0.104789 0.105009 0.0934649 0.183289 0.289778 2 0.105009 0.348662 0.267831 0.588607 0.456462 3 0.0934649 0.267831 0.231683 0.503315 0.421168 4 0.183289 0.588607 0.503315 1.21578 1.04708 5 0.289778 0.456462 0.421168 1.04708 1.84762 R2: Col: 1 2 3 4 5 Row --- 1 0.323711 0.324392 0.28873 0.566211 0.895177 2 0.493388 0.353007 0.82072 0.336599 3 0.153961 0.325495 0.285023 4 0.34008 0.503381 5 0.773531 Determinant of C = 4.18435e-05 inverse(C): Col: 1 2 3 4 5 Row --- 1 23.6444 -2.36974 -17.3041 7.88943 -3.64946 2 -2.36974 27.1525 -25.5779 -3.44532 1.44659 3 -17.3041 -25.5779 83.563 -21.4414 2.13595 4 7.88943 -3.44532 -21.4414 12.3081 -2.47378 5 -3.64946 1.44659 2.13595 -2.47378 1.67126 MU: 1: 2.70222 2: 1.34776 3: -0.484155 4: 1.55387 5: -0.508102 X: 1: 2.70555 2: 1.33534 3: -0.481492 4: 1.60178 5: -0.505191 PDF1 = 1.48481 PDF2 = 1.53494 pdflib_test(): Normal end of execution. 08-Jan-2022 08:47:32