asa006_test


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

Licensing:

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

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.