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

The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.

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

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