08-Jan-2022 10:33:17 toeplitz_cholesky_test(): MATLAB/Octave version 9.8.0.1380330 (R2020a) Update 2 Test toeplitz_cholesky(). T_CHOLESKY_LOWER_TEST T_CHOLESKY_LOWER computes the lower Cholesky factor of a positive semi-definite Toeplitz matrix. The Toeplitz matrix is defined by its first row. First row of Toeplitz matrix T: 1: 1 2: 0.5 3: -0.375 Computed lower Cholesky factor L: Col: 1 2 3 Row 1 : 1 0 0 2 : 0.5 0.866025 0 3 : -0.375 0.793857 0.478714 Product L*L': Col: 1 2 3 Row 1 : 1 0.5 -0.375 2 : 0.5 1 0.5 3 : -0.375 0.5 1 TOEP_CHOLESKY_LOWER_TEST TOEP_CHOLESKY_LOWER computes the lower Cholesky factor of a positive semi-definite Toeplitz matrix. The Toeplitz matrix is supplied as a (2,N) array. Compressed Toeplitz matrix G: Col: 1 2 3 Row 1 : 1 0.5 -0.375 2 : 0 0.5 -0.375 Computed lower Cholesky factor L: Col: 1 2 3 Row 1 : 1 0 0 2 : 0.5 0.866025 0 3 : -0.375 0.793857 0.478714 Product L*L': Col: 1 2 3 Row 1 : 1 0.5 -0.375 2 : 0.5 1 0.5 3 : -0.375 0.5 1 TOEPLITZ_CHOLESKY_LOWER_TEST TOEPLITZ_CHOLESKY_LOWER computes the lower Cholesky factorization of a positive semi-definite Toeplitz matrix. The matrix is supplied as an NxN array. Toeplitz matrix A: Col: 1 2 3 Row 1 : 1 0.5 -0.375 2 : 0.5 1 0.5 3 : -0.375 0.5 1 Computed lower Cholesky factor L: Col: 1 2 3 Row 1 : 1 0 0 2 : 0.5 0.866025 0 3 : -0.375 0.793857 0.478714 Product LL': Col: 1 2 3 Row 1 : 1 0.5 -0.375 2 : 0.5 1 0.5 3 : -0.375 0.5 1 T_CHOLESKY_UPPER_TEST T_CHOLESKY_UPPER computes the upper Cholesky factor of a positive semi-definite Toeplitz matrix. The Toeplitz matrix is defined by its first row. First row of Toeplitz matrix T: 1: 1 2: 0.5 3: -0.375 Computed upper Cholesky factor R: Col: 1 2 3 Row 1 : 1 0.5 -0.375 2 : 0 0.866025 0.793857 3 : 0 0 0.478714 Product R'R: Col: 1 2 3 Row 1 : 1 0.5 -0.375 2 : 0.5 1 0.5 3 : -0.375 0.5 1 TOEP_CHOLESKY_UPPER_TEST TOEP_CHOLESKY_UPPER computes the upper Cholesky factor of a positive semi-definite Toeplitz matrix. The Toeplitz matrix is supplied as a (2,N) array. Compressed Toeplitz matrix G: Col: 1 2 3 Row 1 : 1 0.5 -0.375 2 : 0 0.5 -0.375 Computed upper Cholesky factor R: Col: 1 2 3 Row 1 : 1 0.5 -0.375 2 : 0 0.866025 0.793857 3 : 0 0 0.478714 Product R'R: Col: 1 2 3 Row 1 : 1 0.5 -0.375 2 : 0.5 1 0.5 3 : -0.375 0.5 1 TOEPLITZ_CHOLESKY_UPPER_TEST TOEPLITZ_CHOLESKY_UPPER computes the upper Cholesky factorization of a positive semi-definite Toeplitz matrix. The matrix is supplied as an NxN array. Toeplitz matrix A: Col: 1 2 3 Row 1 : 1 0.5 -0.375 2 : 0.5 1 0.5 3 : -0.375 0.5 1 Computed upper Cholesky factor R: Col: 1 2 3 Row 1 : 1 0.5 -0.375 2 : 0 0.866025 0.793857 3 : 0 0 0.478714 Product R'R: Col: 1 2 3 Row 1 : 1 0.5 -0.375 2 : 0.5 1 0.5 3 : -0.375 0.5 1 toeplitz_cholesky_test(): Normal end of execution. 08-Jan-2022 10:33:17