hankel_spd_test, a C code which calls hankel_spd(), which computes a lower triangular matrix L which is the Cholesky factor of a symmetric positive definite (SPD) Hankel matrix H, that is, H = L * L'.
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hankel_spd, a C code which can compute a lower triangular matrix L that is the Cholesky factor of a symmetric positive definite (SPD) Hankel matrix H, that is, H = L * L'.