asa006_test


asa006_test, a C code which calls asa006() to compute the Cholesky factorization of a symmetric positive definite 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 C 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 19 June 2019.