asa006_test

asa006_test, a C++ code which calls asa006() to compute the Cholesky factor of a positive definite symmetric matrix.

Licensing:

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

Related Data and Programs:

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

Source Code:

• asa006_test.cpp, a sample calling program.
• asa006_test.sh, runs all the tests.
• asa006_test.txt, the output file.