asa007_test

asa007_test, an Octave code which calls asa007(), which computes the inverse of a symmetric positive definite matrix.

Licensing:

The computer code and data files described and made available on this web page are distributed under the MIT license

Related Data and Programs:

asa007, an Octave code which computes the inverse of a symmetric positive definite matrix, and uses a version of ASA006 for Cholesky factorization, by Michael Healy. This is a version of Applied Statistics Algorithm 7.

Source Code:

• asa007_test.m, calls all the tests.
• asa007_test.sh, runs the tests.
• asa007_test.txt, the output file.

• asa007_test01.m, tests SYMINV on a simple matrix.
• asa007_test02.m, tests SYMINV on the Hilbert matrix.