hankel_cholesky_test

hankel_cholesky_test, a C++ code which calls hankel_cholesky(), which computes the upper Cholesky factor of a symmetric positive definite (SPD) Hankel matrix H, that is, H = R' * R.

Licensing:

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

Related Data and Programs:

hankel_cholesky, a C++ code which computes the upper Cholesky factor R of a symmetric positive definite (SPD) Hankel matrix H so that H = R' * R.

Source Code:

• hankel_cholesky_test.cpp, the test file;
• hankel_cholesky_test.sh, runs all the tests.
• hankel_cholesky_test.txt, the output file.