13 November 2012 3:18:34.371 PM TOEPLITZ_CHOLESKY_PRB: FORTRAN77 version Test the TOEPLITZ_CHOLESKY library. TOEPLITZ_CHOLESKY_PRB01 Test the factorization of a simple example. TOEPLITZ_CHOLESKY_UPPER: Toeplitz matrix A: Col 1 2 3 Row 1: 1.00000 0.500000 -0.375000 2: 0.500000 1.00000 0.500000 3: -0.375000 0.500000 1.00000 Computed upper Cholesky factor R: Col 1 2 3 Row 1: 1.00000 0.500000 -0.375000 2: 0.00000 0.866025 0.793857 3: 0.00000 0.00000 0.478714 Product R'R: Col 1 2 3 Row 1: 1.00000 0.500000 -0.375000 2: 0.500000 1.00000 0.500000 3: -0.375000 0.500000 1.00000 TOEP_CHOLESKY_UPPER: Compressed Toeplitz matrix G: Col 1 2 3 Row 1: 1.00000 0.500000 -0.375000 2: 0.00000 0.500000 -0.375000 Computed upper Cholesky factor R: Col 1 2 3 Row 1: 1.00000 0.500000 -0.375000 2: 0.00000 0.866025 0.793857 3: 0.00000 0.00000 0.478714 Product R'R: Col 1 2 3 Row 1: 1.00000 0.500000 -0.375000 2: 0.500000 1.00000 0.500000 3: -0.375000 0.500000 1.00000 TOEPLITZ_CHOLESKY_LOWER: Toeplitz matrix A: Col 1 2 3 Row 1: 1.00000 0.500000 -0.375000 2: 0.500000 1.00000 0.500000 3: -0.375000 0.500000 1.00000 Computed lower Cholesky factor L: Col 1 2 3 Row 1: 1.00000 0.00000 0.00000 2: 0.500000 0.866025 0.00000 3: -0.375000 0.793857 0.478714 Product LL': Col 1 2 3 Row 1: 1.00000 0.500000 -0.375000 2: 0.500000 1.00000 0.500000 3: -0.375000 0.500000 1.00000 TOEP_CHOLESKY_LOWER: Compressed Toeplitz matrix G: Col 1 2 3 Row 1: 1.00000 0.500000 -0.375000 2: 0.00000 0.500000 -0.375000 Computed lower Cholesky factor L: Col 1 2 3 Row 1: 1.00000 0.00000 0.00000 2: 0.500000 0.866025 0.00000 3: -0.375000 0.793857 0.478714 Product LL': Col 1 2 3 Row 1: 1.00000 0.500000 -0.375000 2: 0.500000 1.00000 0.500000 3: -0.375000 0.500000 1.00000 TOEPLITZ_CHOLESKY_PRB: Normal end of execution. 13 November 2012 3:18:34.372 PM