01 May 2020 01:11:02 PM

TOEPLITZ_CHOLESKY_TEST:
  C++ version
  Test the TOEPLITZ_CHOLESKY library.

T_CHOLESKY_LOWER_TEST
  T_CHOLESKY_LOWER computes the lower Cholesky factor L
  of a positive definites symmetric Toeplitz matrix
  defined by the first row.

  First row of Toeplitz matrix T:

         0:              1
         1:            0.5
         2:         -0.375

  Computed lower Cholesky factor L:

  Col:          0             1             2       
  Row

    0:            1             0             0  
    1:          0.5      0.866025             0  
    2:       -0.375      0.793857      0.478714  

  Product LL':

  Col:          0             1             2       
  Row

    0:            1           0.5        -0.375  
    1:          0.5             1           0.5  
    2:       -0.375           0.5             1  

TOEP_CHOLESKY_LOWER_TEST
  TOEP_CHOLESKY_LOWER computes the lower Cholesky factor L
  of a positive definites symmetric Toeplitz matrix
  defined by a (2,N) array.

  Compressed Toeplitz matrix G:

  Col:          0             1             2       
  Row

    0:            1           0.5        -0.375  
    1:            0           0.5        -0.375  

  Computed lower Cholesky factor L:

  Col:          0             1             2       
  Row

    0:            1             0             0  
    1:          0.5      0.866025             0  
    2:       -0.375      0.793857      0.478714  

  Product LL':

  Col:          0             1             2       
  Row

    0:            1           0.5        -0.375  
    1:          0.5             1           0.5  
    2:       -0.375           0.5             1  

TOEPLITZ_CHOLESKY_LOWER_TEST
  TOEPLITZ_CHOLESKY_LOWER computes the lower Cholesky factor L
  of a positive definites symmetric Toeplitz matrix
  defined as an NxN array.

  Toeplitz matrix A:

  Col:          0             1             2       
  Row

    0:            1           0.5        -0.375  
    1:          0.5             1           0.5  
    2:       -0.375           0.5             1  

  Computed lower Cholesky factor L:

  Col:          0             1             2       
  Row

    0:            1             0             0  
    1:          0.5      0.866025             0  
    2:       -0.375      0.793857      0.478714  

  Product LL':

  Col:          0             1             2       
  Row

    0:            1           0.5        -0.375  
    1:          0.5             1           0.5  
    2:       -0.375           0.5             1  

T_CHOLESKY_UPPER_TEST
  T_CHOLESKY_UPPER computes the upper Cholesky factor R
  of a positive definites symmetric Toeplitz matrix
  defined by the first row.

  First row of Toeplitz matrix T:

         0:              1
         1:            0.5
         2:         -0.375

  Computed upper Cholesky factor R:

  Col:          0             1             2       
  Row

    0:            1           0.5        -0.375  
    1:            0      0.866025      0.793857  
    2:            0             0      0.478714  

  Product R'R:

  Col:          0             1             2       
  Row

    0:            1           0.5        -0.375  
    1:          0.5             1           0.5  
    2:       -0.375           0.5             1  

TOEP_CHOLESKY_UPPER_TEST
  TOEP_CHOLESKY_UPPER computes the upper Cholesky factor L
  of a positive definites symmetric Toeplitz matrix
  defined by a (2,N) array.

  Compressed Toeplitz matrix G:

  Col:          0             1             2       
  Row

    0:            1           0.5        -0.375  
    1:            0           0.5        -0.375  

  Computed upper Cholesky factor R:

  Col:          0             1             2       
  Row

    0:            1           0.5        -0.375  
    1:            0      0.866025      0.793857  
    2:            0             0      0.478714  

  Product R'R:

  Col:          0             1             2       
  Row

    0:            1           0.5        -0.375  
    1:          0.5             1           0.5  
    2:       -0.375           0.5             1  

TOEPLITZ_CHOLESKY_UPPER_TEST
  TOEPLITZ_CHOLESKY_UPPER computes the upper Cholesky factor L
  of a positive definites symmetric Toeplitz matrix
  defined as an NxN array.

  Toeplitz matrix A:

  Col:          0             1             2       
  Row

    0:            1           0.5        -0.375  
    1:          0.5             1           0.5  
    2:       -0.375           0.5             1  

  Computed upper Cholesky factor R:

  Col:          0             1             2       
  Row

    0:            1           0.5        -0.375  
    1:            0      0.866025      0.793857  
    2:            0             0      0.478714  

  Product R'R:

  Col:          0             1             2       
  Row

    0:            1           0.5        -0.375  
    1:          0.5             1           0.5  
    2:       -0.375           0.5             1  

TOEPLITZ_CHOLESKY_TEST:
  Normal end of execution.

01 May 2020 01:11:02 PM