hankel_spd_test, a Fortran90 code which calls hankel_spd(), which computes a lower triangular matrix L which is the Cholesky factor of a symmetric positive definite (SPD) Hankel matrix H, that is, H = L * L'.
The information on this web page is distributed under the MIT license.
hankel_spd, a Fortran90 code which computes a lower triangular matrix L that is the Cholesky factor of a symmetric positive definite (SPD) Hankel matrix H, that is, H = L * L'.