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.


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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.