hankel_cholesky_test


hankel_cholesky_test, a MATLAB code which calls hankel_cholesky(), which computes the upper Cholesky factor of a positive definite (symmetric) 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 GNU LGPL license.

Related Data and Programs:

hankel_cholesky, a MATLAB code which computes the upper Cholesky factor R of a nonnegative definite symmetric Hankel matrix H so that H = R' * R.

Source Code:


Last modified on 27 January 2019.