asa006_test


asa006_test/b>, a MATLAB code which calls asa006(), which computes the Cholesky factor of a positive definite symmetric matrix.

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:

asa006, a MATLAB code which computes the Cholesky factorization of a symmetric positive definite matrix, by Michael Healy. This is a version of Applied Statistics Algorithm 6;

Source Code:


Last revised on 08 November 2018.