07-Jan-2022 21:39:41 hankel_cholesky_test(): MATLAB/Octave version 9.8.0.1380330 (R2020a) Update 2 Test hankel_cholesky(). hankel_cholesky_upper_test(): HANKEL_CHOLESKY_UPPER is given a Hankel matrix H and computes an upper triangular matrix R such that H = R' * R The Hankel matrix H: Col: 1 2 3 4 5 Row 1 : 0.663775 0.0794685 0.829973 0.351628 1.13147 2 : 0.0794685 0.829973 0.351628 1.13147 0.844059 3 : 0.829973 0.351628 1.13147 0.844059 2.76604 4 : 0.351628 1.13147 0.844059 2.76604 7.29587 5 : 1.13147 0.844059 2.76604 7.29587 83.5181 R computed by CHOL: Col: 1 2 3 4 5 Row 1 : 0.814724 0.0975404 1.01872 0.431591 1.38878 2 : 0 0.905792 0.278498 1.20268 0.782296 3 : 0 0 0.126987 0.546882 8.92528 4 : 0 0 0 0.913376 0.957507 5 : 0 0 0 0 0.632359 R computed by R8MAT_CHOLESKY_FACTOR_UPPER: Col: 1 2 3 4 5 Row 1 : 0.814724 0.0975404 1.01872 0.431591 1.38878 2 : 0 0.905792 0.278498 1.20268 0.782296 3 : 0 0 0.126987 0.546882 8.92528 4 : 0 0 0 0.913376 0.957507 5 : 0 0 0 0 0.632359 R computed by HANKEL_CHOLESKY: Col: 1 2 3 4 5 Row 1 : 0.814724 0.0975404 1.01872 0.431591 1.38878 2 : 0 0.905792 0.278498 1.20268 0.782296 3 : 0 0 0.126987 0.546882 8.92528 4 : 0 0 0 0.913376 0.957507 5 : 0 0 0 0 0.632359 hankel_cholesky_test(): Normal end of execution. 07-Jan-2022 21:39:41