hankel_spd_test

hankel_spd_test, a C++ code 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 MIT license

Related Data and Programs:

hankel_spd, a C++ code 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:

• hankel_spd_test.cpp, a sample calling program.
• hankel_spd_test.sh, runs all the tests.
• hankel_spd_test.txt, the output file.