hankel_cholesky_test


hankel_cholesky_test, a FORTRAN90 code which calls hankel_cholesky() to compute the upper Cholesky factor of a positive definite symmetric (PDS) Hankel matrix H, that is, H = R' * R.

Licensing:

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

Related Data and Programs:

hankel_cholesky, a FORTRAN90 code which computes the upper Cholesky factor R of a positive semidefinite symmetric (PSS) Hankel matrix H so that H = R' * R.

Source Code:


Last modified on 01 July 2019.