17 September 2021  11:54:32.383 PM

TOEPLITZ_CHOLESKY_TEST:
  FORTRAN90 version
  Test the TOEPLITZ_CHOLESKY library.

T_CHOLESKY_LOWER_TEST
  T_CHOLESKY_LOWER produces the lower Cholesky
  factor L of a positive definite symmetric
  Toeplitz matrix T, so that T=L*L'.
  The first row of T is input..
 
  First row of Toeplitz matrix T:
 
         1:    1.0000000    
         2:   0.50000000    
         3:  -0.37500000    
 
  Computed lower Cholesky factor L:
 
  Col          1             2             3      
  Row
 
    1:      1.            0.            0.      
    2:  0.500000      0.866025          0.      
    3: -0.375000      0.793857      0.478714    
 
  Product LL':
 
  Col          1             2             3      
  Row
 
    1:      1.        0.500000     -0.375000    
    2:  0.500000          1.        0.500000    
    3: -0.375000      0.500000          1.      

TOEP_CHOLESKY_LOWER_TEST
  TOEP_CHOLESKY_LOWER produces the lower Cholesky
  factor L of a positive definite symmetric
  Toeplitz matrix T, so that T=L*L'.
  T is input in a compressed (2,N) array.
 
  Compressed Toeplitz matrix G:
 
  Col          1             2             3      
  Row
 
    1:      1.        0.500000     -0.375000    
    2:      0.        0.500000     -0.375000    
 
  Computed lower Cholesky factor L:
 
  Col          1             2             3      
  Row
 
    1:      1.            0.            0.      
    2:  0.500000      0.866025          0.      
    3: -0.375000      0.793857      0.478714    
 
  Product LL':
 
  Col          1             2             3      
  Row
 
    1:      1.        0.500000     -0.375000    
    2:  0.500000          1.        0.500000    
    3: -0.375000      0.500000          1.      

TOEPLITZ_CHOLESKY_LOWER_TEST
  TOEPLITZ_CHOLESKY_LOWER produces the lower Cholesky
  factor L of a positive definite symmetric
  Toeplitz matrix T, so that T=L*L'.
  T is input as an NxN array.
 
  Toeplitz matrix A:
 
  Col          1             2             3      
  Row
 
    1:      1.        0.500000     -0.375000    
    2:  0.500000          1.        0.500000    
    3: -0.375000      0.500000          1.      
 
  Computed lower Cholesky factor L:
 
  Col          1             2             3      
  Row
 
    1:      1.            0.            0.      
    2:  0.500000      0.866025          0.      
    3: -0.375000      0.793857      0.478714    
 
  Product LL':
 
  Col          1             2             3      
  Row
 
    1:      1.        0.500000     -0.375000    
    2:  0.500000          1.        0.500000    
    3: -0.375000      0.500000          1.      

T_CHOLESKY_UPPER_TEST
  T_CHOLESKY_UPPER produces the upper Cholesky
  factor R of a positive definite symmetric
  Toeplitz matrix T, so that T=R'*R.
  The first row of T is input.
 
  First row of Toeplitz matrix T:
 
         1:    1.0000000    
         2:   0.50000000    
         3:  -0.37500000    
 
  Computed upper Cholesky factor R:
 
  Col          1             2             3      
  Row
 
    1:      1.        0.500000     -0.375000    
    2:      0.        0.866025      0.793857    
    3:      0.            0.        0.478714    
 
  Product R'R:
 
  Col          1             2             3      
  Row
 
    1:      1.        0.500000     -0.375000    
    2:  0.500000          1.        0.500000    
    3: -0.375000      0.500000          1.      

TOEP_CHOLESKY_UPPER_TEST
  TOEP_CHOLESKY_UPPER produces the upper Cholesky
  factor R of a positive definite symmetric
  Toeplitz matrix T, so that T=R'*R.
  T is input in a compressed (2,N) array.
 
  Compressed Toeplitz matrix G:
 
  Col          1             2             3      
  Row
 
    1:      1.        0.500000     -0.375000    
    2:      0.        0.500000     -0.375000    
 
  Computed upper Cholesky factor R:
 
  Col          1             2             3      
  Row
 
    1:      1.        0.500000     -0.375000    
    2:      0.        0.866025      0.793857    
    3:      0.            0.        0.478714    
 
  Product R'R:
 
  Col          1             2             3      
  Row
 
    1:      1.        0.500000     -0.375000    
    2:  0.500000          1.        0.500000    
    3: -0.375000      0.500000          1.      

TOEPLITZ_CHOLESKY_UPPER_TEST
  TOEPLITZ_CHOLESKY_UPPER produces the upper Cholesky
  factor R of a positive definite symmetric
  Toeplitz matrix T, so that T=R'*R.
  T is input as an NxN array.
 
  Toeplitz matrix A:
 
  Col          1             2             3      
  Row
 
    1:      1.        0.500000     -0.375000    
    2:  0.500000          1.        0.500000    
    3: -0.375000      0.500000          1.      
 
  Computed upper Cholesky factor R:
 
  Col          1             2             3      
  Row
 
    1:      1.        0.500000     -0.375000    
    2:      0.        0.866025      0.793857    
    3:      0.            0.        0.478714    
 
  Product R'R:
 
  Col          1             2             3      
  Row
 
    1:      1.        0.500000     -0.375000    
    2:  0.500000          1.        0.500000    
    3: -0.375000      0.500000          1.      

TOEPLITZ_CHOLESKY_TEST:
  Normal end of execution.

17 September 2021  11:54:32.383 PM