hankel_spd_test, a C code which calls hankel_spd() to compute a lower triangular matrix L which is the Cholesky factor of a symmetric positive definite (SPD) Hankel matrix H, that is, H = L * L'.
The computer code and data files described and made available on this web page are distributed under the MIT license
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'.