17 April 2014 8:32:42.559 AM ASA053_PRB: FORTRAN90 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 3.00000 2.00000 1.00000 2 0.00000 4.00000 2.00000 3 0.00000 0.00000 5.00000 The sample matrix: Col: 1 2 3 Row --- 1 54.5541 43.2451 -3.81605 2 43.2451 53.5239 -0.155780 3 -3.81605 -0.155780 4.72559 TEST02 Average many Wishart samples. 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 3.00000 2.00000 1.00000 2 0.00000 4.00000 2.00000 3 0.00000 0.00000 5.00000 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 1 2 3 Row 1: 13.5000 9. 4.50000 2: 9. 30. 15. 3: 4.50000 15. 45. ASA053_PRB: Normal end of execution. 17 April 2014 8:32:42.664 AM