13-Nov-2018 20:15:03

ASA053_TEST:
  MATLAB version
  Test the ASA053 library.

ASA053_TEST01
  Generate a single Wishart deviate.

  The number of variables is 3
  The number of degrees of freedom is 1

  The upper Cholesky factor:

  Col:       1             2             3       
  Row
  ---
   1             3             2             1  
   2             0             4             2  
   3             0             0             5  

  The sample matrix:

  Col:       1             2             3       
  Row
  ---
   1       54.5541       43.2451      -3.81605  
   2       43.2451       53.5239      -0.15578  
   3      -3.81605      -0.15578       4.72559  

ASA053_TEST02
  Average many Wishart deviates.
  Compare to D' * D * np / n.

  The number of variables is 3
  The number of degrees of freedom is 2

  The upper Cholesky factor:

  Col:       1             2             3       
  Row
  ---
   1             3             2             1  
   2             0             4             2  
   3             0             0             5