asa006_test, a FORTRAN90 code which calls asa006(), which computes the Cholesky factor of a symmetric positive definite (SPD) matrix.


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Related Data and Programs:

asa006, a FORTRAN90 code which computes the Cholesky factorization of a symmetric positive definite (SPD) matrix, by Michael Healy. This is a version of Applied Statistics Algorithm 6;

Source Code:

Last revised on 26 August 2021.