01 March 2022 07:27:09 AM hankel_spd_test C++ version Test the hankel_spd library. hankel_spd_cholesky_lower_test01 hankel_spd_cholesky_lower computes a lower Cholesky matrix L such that the matrix H = L * L' is a symmetric positive definite (SPD) Hankel matrix. The Cholesky factor L: Col: 0 1 2 3 4 Row 0: 1 0 0 0 0 1: 1 1 0 0 0 2: 2 1 1 0 0 3: 3 3 1 1 0 4: 6 4 4 1 1 The Hankel matrix H = L * L': Col: 0 1 2 3 4 Row 0: 1 1 2 3 6 1: 1 2 3 6 10 2: 2 3 6 10 20 3: 3 6 10 20 35 4: 6 10 20 35 70 The Cholesky factor L: Col: 0 1 2 3 4 Row 0: 1 0 0 0 0 1: 4 2 0 0 0 2: 20 3 3 0 0 3: 86 37 2 4 0 4: 418 82.5 59.1667 1 5 The Hankel matrix H = L * L': Col: 0 1 2 3 4 Row 0: 1 4 20 86 418 1: 4 20 86 418 1837 2: 20 86 418 1837 8785 3: 86 418 1837 8785 39122.8 4: 418 1837 8785 39122.8 185057 The Cholesky factor L: Col: 0 1 2 3 4 Row 0: 0.218418 0 0 0 0 1: 0.0661187 0.956318 0 0 0 2: 4.20713 0.257578 0.829509 0 0 3: 2.40134 19.1313 0.109957 0.561695 0 4: 84.4911 9.97088 16.9598 0.043829 0.415307 The Hankel matrix H = L * L': 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 hankel_spd_cholesky_lower_test02 hankel_spd_cholesky_lower computes a lower Cholesky matrix L such that the matrix H = L * L' is a symmetric positive definite (SPD) Hankel matrix. The Cholesky factor L: Col: 0 1 2 3 4 Row 0: 1 0 0 0 0 1: 1 1 0 0 0 2: 2 1 1 0 0 3: 3 3 1 1 0 4: 6 4 4 1 1 The Hankel matrix H = L * L': Col: 0 1 2 3 4 Row 0: 1 1 2 3 6 1: 1 2 3 6 10 2: 2 3 6 10 20 3: 3 6 10 20 35 4: 6 10 20 35 70 The Cholesky factor L2 of H: Col: 0 1 2 3 4 Row 0: 1 0 0 0 0 1: 1 1 0 0 0 2: 2 1 1 0 0 3: 3 3 1 1 0 4: 6 4 4 1 1 The Hankel matrix H2 = L2 * L2': Col: 0 1 2 3 4 Row 0: 1 1 2 3 6 1: 1 2 3 6 10 2: 2 3 6 10 20 3: 3 6 10 20 35 4: 6 10 20 35 70 hankel_spd_test Normal end of execution. 01 March 2022 07:27:09 AM