17 April 2014 08:16:06 AM

ASA053_PRB:
  C++ version
  Test the ASA053 library.

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  

TEST02
  Generate 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  

  The averaged matrix:

  Col:       1             2             3       
  Row
  ---
     1   1.34591e+06        897139        448088  
     2        897139   3.00573e+06   1.49865e+06  
     3        448088   1.49865e+06   4.50242e+06  

  The averaged matrix:

  Col:       1             2             3       
  Row
  ---
     1       13.4591       8.97139       4.48088  
     2       8.97139       30.0573       14.9865  
     3       4.48088       14.9865       45.0242  

  Expected result:

  Col:          0             1             2       
  Row

    0:         13.5             9           4.5  
    1:            9            30            15  
    2:          4.5            15            45  

ASA053_PRB:
  Normal end of execution.

17 April 2014 08:16:07 AM