26-Dec-2022 19:48:08 hankel_cholesky_test(): MATLAB/Octave version 4.2.2 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 : 0.855167 0.202647 0.610189 0.814912 1.38143 2 : 0.202647 0.610189 0.814912 1.38143 2.2815 3 : 0.610189 0.814912 1.38143 2.2815 4.56863 4 : 0.814912 1.38143 2.2815 4.56863 8.03097 5 : 1.38143 2.2815 4.56863 8.03097 20.047 R computed by CHOL: Col: 1 2 3 4 5 Row 1 : 0.924753 0.219136 0.65984 0.881221 1.49384 2 : 0 0.749779 0.89402 1.5849 2.6063 3 : 0 0 0.383112 0.738949 3.27019 4 : 0 0 0 0.856802 0.195295 5 : 0 0 0 0 0.538852 R computed by R8MAT_CHOLESKY_FACTOR_UPPER: Col: 1 2 3 4 5 Row 1 : 0.924753 0.219136 0.65984 0.881221 1.49384 2 : 0 0.749779 0.89402 1.5849 2.6063 3 : 0 0 0.383112 0.738949 3.27019 4 : 0 0 0 0.856802 0.195295 5 : 0 0 0 0 0.538852 R computed by HANKEL_CHOLESKY: Col: 1 2 3 4 5 Row 1 : 0.924753 0.219136 0.65984 0.881221 1.49384 2 : 0 0.749779 0.89402 1.5849 2.6063 3 : 0 0 0.383112 0.738949 3.27019 4 : 0 0 0 0.856802 0.195295 5 : 0 0 0 0 0.538852 hankel_cholesky_test(): Normal end of execution. 26-Dec-2022 19:48:08