asa007_test

asa007_test, a C++ code which calls asa007() to compute the inverse of a symmetric positive definite (SPD) matrix.

Licensing:

The information on this web page is distributed under the MIT license.

Related Data and Programs:

asa007, a C++ code which computes the inverse of a symmetric positive definite (SPD) matrix, and uses a version of ASA006 for Cholesky factorization, by Michael Healy. This is a version of Applied Statistics Algorithm 7.

Source Code:

• asa007_test.cpp, a sample calling program.
• asa007_test.sh, calls all the tests.
• asa007_test.txt, the output file.