28 January 2017 12:35:05 PM

TOEPLITZ_CHOLESKY_PRB:
  C version
  Test the TOEPLITZ_CHOLESKY library.

T_CHOLESKY_LOWER_TEST
  T_CHOLESKY_LOWER computes the lower Cholesky factor L
  of a positive definites symmetric Toeplitz matrix
  defined by the first row.

  First row of matrix T:

         0:              1
         1:            0.5
         2:         -0.375

  Computed lower Cholesky factor L:

  Col:          0             1             2     
  Row

    0:        1.000000        0.000000        0.000000
    1:        0.500000        0.866025        0.000000
    2:       -0.375000        0.793857        0.478714

  Product LL':

  Col:          0             1             2     
  Row

    0:        1.000000        0.500000       -0.375000
    1:        0.500000        1.000000        0.500000
    2:       -0.375000        0.500000        1.000000

TOEP_CHOLESKY_LOWER_TEST
  TOEP_CHOLESKY_LOWER computes the lower Cholesky factor L
  of a positive definites symmetric Toeplitz matrix
  defined by a (2,N) array.

  Compressed Toeplitz matrix G:

  Col:          0             1             2     
  Row

    0:        1.000000        0.500000       -0.375000
    1:        0.000000        0.500000       -0.375000

  Computed lower Cholesky factor L:

  Col:          0             1             2     
  Row

    0:        1.000000        0.000000        0.000000
    1:        0.500000        0.866025        0.000000
    2:       -0.375000        0.793857        0.478714

  Product LL':

  Col:          0             1             2     
  Row

    0:        1.000000        0.500000       -0.375000
    1:        0.500000        1.000000        0.500000
    2:       -0.375000        0.500000        1.000000

TOEPLITZ_CHOLESKY_LOWER_TEST
  TOEPLITZ_CHOLESKY_LOWER computes the lower Cholesky factor L
  of a positive definites symmetric Toeplitz matrix
  defined as an NxN array.

  Toeplitz matrix A:

  Col:          0             1             2     
  Row

    0:        1.000000        0.500000       -0.375000
    1:        0.500000        1.000000        0.500000
    2:       -0.375000        0.500000        1.000000

  Computed lower Cholesky factor L:

  Col:          0             1             2     
  Row

    0:        1.000000        0.000000        0.000000
    1:        0.500000        0.866025        0.000000
    2:       -0.375000        0.793857        0.478714

  Product LL':

  Col:          0             1             2     
  Row

    0:        1.000000        0.500000       -0.375000
    1:        0.500000        1.000000        0.500000
    2:       -0.375000        0.500000        1.000000

T_CHOLESKY_UPPER_TEST
  T_CHOLESKY_UPPER computes the upper Cholesky factor R
  of a positive definites symmetric Toeplitz matrix
  defined by the first row.

  First row of Toeplitz matrix T:

         0:              1
         1:            0.5
         2:         -0.375

  Computed upper Cholesky factor R:

  Col:          0             1             2     
  Row

    0:        1.000000        0.500000       -0.375000
    1:        0.000000        0.866025        0.793857
    2:        0.000000        0.000000        0.478714

  Product R'R:

  Col:          0             1             2     
  Row

    0:        1.000000        0.500000       -0.375000
    1:        0.500000        1.000000        0.500000
    2:       -0.375000        0.500000        1.000000

TOEP_CHOLESKY_UPPER_TEST
  TOEP_CHOLESKY_UPPER computes the upper Cholesky factor L
  of a positive definites symmetric Toeplitz matrix
  defined by a (2,N) array.

  Compressed Toeplitz matrix G:

  Col:          0             1             2     
  Row

    0:        1.000000        0.500000       -0.375000
    1:        0.000000        0.500000       -0.375000

  Computed upper Cholesky factor R:

  Col:          0             1             2     
  Row

    0:        1.000000        0.500000       -0.375000
    1:        0.000000        0.866025        0.793857
    2:        0.000000        0.000000        0.478714

  Product R'R:

  Col:          0             1             2     
  Row

    0:        1.000000        0.500000       -0.375000
    1:        0.500000        1.000000        0.500000
    2:       -0.375000        0.500000        1.000000

TOEPLITZ_CHOLESKY_UPPER_TEST
  TOEPLITZ_CHOLESKY_UPPER computes the upper Cholesky factor L
  of a positive definites symmetric Toeplitz matrix
  defined as an NxN array.

  Toeplitz matrix A:

  Col:          0             1             2     
  Row

    0:        1.000000        0.500000       -0.375000
    1:        0.500000        1.000000        0.500000
    2:       -0.375000        0.500000        1.000000

  Computed upper Cholesky factor R:

  Col:          0             1             2     
  Row

    0:        1.000000        0.500000       -0.375000
    1:        0.000000        0.866025        0.793857
    2:        0.000000        0.000000        0.478714

  Product R'R:

  Col:          0             1             2     
  Row

    0:        1.000000        0.500000       -0.375000
    1:        0.500000        1.000000        0.500000
    2:       -0.375000        0.500000        1.000000

TOEPLITZ_CHOLESKY_PRB:
  Normal end of execution.

28 January 2017 12:35:05 PM