asa007_test


asa007_test, a FORTRAN90 code which calls asa007(), which computes the inverse 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:

asa007, a FORTRAN90 code which computes the inverse of a symmetric positive definite (SPD) matrix, and uses a version of ASA006 for Cholesky factorization, by Michael Healy. This is a version of Applied Statistics Algorithm 7.

Source Code:


Last revised on 27 August 2021.