hankel_spd_test


hankel_spd_test, a C++ program which calls hankel_spd(), which computes a lower triangular matrix L which is the Cholesky factor of a symmetric positive definite (SPD) Hankel matrix H, that is, H = L * L'.

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:

hankel_spd, a C++ library which computes a lower triangular matrix L that is the Cholesky factor of a symmetric positive definite (SPD) Hankel matrix H, that is, H = L * L'.

Source Code:


Last revised on 11 March 2020.