asa006_test


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

Licensing:

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

Related Data and Programs:

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;

Source Code:


Last revised on 24 January 2020.