asa006_test


asa006_test/b>, an Octave code which calls asa006(), which computes the Cholesky factor of a symmetric positive definite (SPD) matrix.

Licensing:

The information on this web page is distributed under the MIT license.

Related Data and Programs:

asa006, an Octave code which computes the Cholesky factorization of a symmetric positive definite matrix, by Michael Healy. This is a version of Applied Statistics Algorithm 6;

Source Code:


Last revised on 08 November 2018.