asa006_test, a C++ code 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 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:

Last revised on 24 January 2020.