01 March 2022 07:25:50 AM

HANKEL_CHOLESKY_TEST
  C++ version
  Test the HANKEL_CHOLESKY library.

HANKEL_CHOLESKY_UPPER_TEST
  HANKEL_CHOLESKY_UPPER is given a Hankel matrix H and
  computes an upper triangular matrix R such that
  H = R' * R

  The Hankel matrix H:

  Col:          0             1             2             3             4       
  Row

    0:    0.0477066     0.0144415      0.918915      0.524497       18.4544  
    1:    0.0144415      0.918915      0.524497       18.4544       15.1218  
    2:     0.918915      0.524497       18.4544       15.1218       372.102  
    3:     0.524497       18.4544       15.1218       372.102       395.538  
    4:      18.4544       15.1218       372.102       395.538       7525.98  

  R computed by R8MAT_CHOLESKY_FACTOR_UPPER:

  Col:          0             1             2             3             4       
  Row

    0:     0.218418     0.0661187       4.20713       2.40134       84.4911  
    1:            0      0.956318      0.257578       19.1313       9.97088  
    2:            0             0      0.829509      0.109957       16.9598  
    3:            0             0             0      0.561695      0.043829  
    4:            0             0             0             0      0.415307  

  R computed by HANKEL_CHOLESKY:

  Col:          0             1             2             3             4       
  Row

    0:     0.218418     0.0661187       4.20713       2.40134       84.4911  
    1:            0      0.956318      0.257578       19.1313       9.97088  
    2:            0             0      0.829509      0.109957       16.9598  
    3:            0             0             0      0.561695      0.043829  
    4:            0             0             0             0      0.415307  

HANKEL_CHOLESKY_TEST
  Normal end of execution.

01 March 2022 07:25:50 AM