**hankel_cholesky_test**,
a C++ program which
calls hankel_cholesky(), which
computes the upper Cholesky factor
of a symmetric positive definite (SPD) Hankel matrix H, that is,
H = R' * R.

The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.

hankel_cholesky, a C++ library which computes the upper Cholesky factor R of a symmetric positive definite (SPD) Hankel matrix H so that H = R' * R.

- hankel_cholesky_test.cpp, the test file;
- hankel_cholesky_test.sh, runs all the tests.
- hankel_cholesky_test.txt, the output file.