asa007_test


asa007_test, a C++ program which calls asa007() to compute the inverse 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 GNU LGPL license.

Related Data and Programs:

asa007, a C++ library which computes the inverse of a symmetric positive definite (SPD) matrix, and uses a version of ASA006 for Cholesky factorization, by Michael Healy. This is a version of Applied Statistics Algorithm 7.

Source Code:


Last revised on 24 January 2020.