choleskymatrix_test

choleskymatrix_test, an R function which calls choleskymatrix() to compute the L'L Cholesky factorization of a matrix.

Licensing:

Copyright 2016 James P. Howard, II

The computer code and data files on this web page are distributed under the BSD-2-Clause license.

Related Data and Programs:

choleskymatrix, an R library which computes the L'L Cholesky factorization of a matrix.

Source Code:

• choleskymatrix_test.R, calls all the tests.
• choleskymatrix_test.sh, runs all the tests.
• choleskymatrix_test.txt, the output file.