26 January 2017 9:53:25.063 PM HANKEL_PDS_PRB FORTRAN90 version Test the HANKEL_PDS library. HANKEL_PDS_CHOLESKY_LOWER_TEST01 HANKEL_PDS_CHOLESKY_LOWER computes a lower Cholesky matrix L such that the matrix H = L * L' is a positive definite (symmetric) Hankel matrix. The Cholesky factor L: Col 1 2 3 4 5 Row 1: 1. 0. 0. 0. 0. 2: 1. 1. 0. 0. 0. 3: 2. 1. 1. 0. 0. 4: 3. 3. 1. 1. 0. 5: 6. 4. 4. 1. 1. The Hankel matrix H = L * L': Col 1 2 3 4 5 Row 1: 1. 1. 2. 3. 6. 2: 1. 2. 3. 6. 10. 3: 2. 3. 6. 10. 20. 4: 3. 6. 10. 20. 35. 5: 6. 10. 20. 35. 70. The Cholesky factor L: Col 1 2 3 4 5 Row 1: 1. 0. 0. 0. 0. 2: 4. 2. 0. 0. 0. 3: 20. 3. 3. 0. 0. 4: 86. 37. 2. 4. 0. 5: 418. 82.5000 59.1667 1. 5. The Hankel matrix H = L * L': Col 1 2 3 4 5 Row 1: 1. 4. 20. 86. 418. 2: 4. 20. 86. 418. 1837. 3: 20. 86. 418. 1837. 8785. 4: 86. 418. 1837. 8785. 39122.8 5: 418. 1837. 8785. 39122.8 185057. The Cholesky factor L: Col 1 2 3 4 5 Row 1: 0.218418 0. 0. 0. 0. 2: 0.661187E-01 0.956318 0. 0. 0. 3: 4.20713 0.257578 0.829509 0. 0. 4: 2.40134 19.1313 0.109957 0.561695 0. 5: 84.4911 9.97088 16.9598 0.438290E-01 0.415307 The Hankel matrix H = L * L': Col 1 2 3 4 5 Row 1: 0.477066E-01 0.144415E-01 0.918915 0.524497 18.4544 2: 0.144415E-01 0.918915 0.524497 18.4544 15.1218 3: 0.918915 0.524497 18.4544 15.1218 372.102 4: 0.524497 18.4544 15.1218 372.102 395.538 5: 18.4544 15.1218 372.102 395.538 7525.98 HANKEL_PDS_CHOLESKY_LOWER_TEST02 HANKEL_PDS_CHOLESKY_LOWER computes a lower Cholesky matrix L such that the matrix H = L * L' is a positive definite (symmetric) Hankel matrix. The Cholesky factor L: Col 1 2 3 4 5 Row 1: 1. 0. 0. 0. 0. 2: 1. 1. 0. 0. 0. 3: 2. 1. 1. 0. 0. 4: 3. 3. 1. 1. 0. 5: 6. 4. 4. 1. 1. The Hankel matrix H = L * L': Col 1 2 3 4 5 Row 1: 1. 1. 2. 3. 6. 2: 1. 2. 3. 6. 10. 3: 2. 3. 6. 10. 20. 4: 3. 6. 10. 20. 35. 5: 6. 10. 20. 35. 70. The Cholesky factor L2 of H: Col 1 2 3 4 5 Row 1: 1. 0. 0. 0. 0. 2: 1. 1. 0. 0. 0. 3: 2. 1. 1. 0. 0. 4: 3. 3. 1. 1. 0. 5: 6. 4. 4. 1. 1. The Hankel matrix H2 = L2 * L2': Col 1 2 3 4 5 Row 1: 1. 1. 2. 3. 6. 2: 1. 2. 3. 6. 10. 3: 2. 3. 6. 10. 20. 4: 3. 6. 10. 20. 35. 5: 6. 10. 20. 35. 70. HANKEL_PDS_TEST Normal end of execution. 26 January 2017 9:53:25.064 PM