28 January 2017 9:32:26.389 AM TOEPLITZ_CHOLESKY_PRB: FORTRAN90 version Test the TOEPLITZ_CHOLESKY library. T_CHOLESKY_LOWER_TEST T_CHOLESKY_LOWER produces the lower Cholesky factor L of a positive definite symmetric Toeplitz matrix T, so that T=L*L'. The first row of T is input.. First row of Toeplitz matrix T: 1: 1.0000000 2: 0.50000000 3: -0.37500000 Computed lower Cholesky factor L: Col 1 2 3 Row 1: 1. 0. 0. 2: 0.500000 0.866025 0. 3: -0.375000 0.793857 0.478714 Product LL': Col 1 2 3 Row 1: 1. 0.500000 -0.375000 2: 0.500000 1. 0.500000 3: -0.375000 0.500000 1. TOEP_CHOLESKY_LOWER_TEST TOEP_CHOLESKY_LOWER produces the lower Cholesky factor L of a positive definite symmetric Toeplitz matrix T, so that T=L*L'. T is input in a compressed (2,N) array. Compressed Toeplitz matrix G: Col 1 2 3 Row 1: 1. 0.500000 -0.375000 2: 0. 0.500000 -0.375000 Computed lower Cholesky factor L: Col 1 2 3 Row 1: 1. 0. 0. 2: 0.500000 0.866025 0. 3: -0.375000 0.793857 0.478714 Product LL': Col 1 2 3 Row 1: 1. 0.500000 -0.375000 2: 0.500000 1. 0.500000 3: -0.375000 0.500000 1. TOEPLITZ_CHOLESKY_LOWER_TEST TOEPLITZ_CHOLESKY_LOWER produces the lower Cholesky factor L of a positive definite symmetric Toeplitz matrix T, so that T=L*L'. T is input as an NxN array. Toeplitz matrix A: Col 1 2 3 Row 1: 1. 0.500000 -0.375000 2: 0.500000 1. 0.500000 3: -0.375000 0.500000 1. Computed lower Cholesky factor L: Col 1 2 3 Row 1: 1. 0. 0. 2: 0.500000 0.866025 0. 3: -0.375000 0.793857 0.478714 Product LL': Col 1 2 3 Row 1: 1. 0.500000 -0.375000 2: 0.500000 1. 0.500000 3: -0.375000 0.500000 1. T_CHOLESKY_UPPER_TEST T_CHOLESKY_UPPER produces the upper Cholesky factor R of a positive definite symmetric Toeplitz matrix T, so that T=R'*R. The first row of T is input. First row of Toeplitz matrix T: 1: 1.0000000 2: 0.50000000 3: -0.37500000 Computed upper Cholesky factor R: Col 1 2 3 Row 1: 1. 0.500000 -0.375000 2: 0. 0.866025 0.793857 3: 0. 0. 0.478714 Product R'R: Col 1 2 3 Row 1: 1. 0.500000 -0.375000 2: 0.500000 1. 0.500000 3: -0.375000 0.500000 1. TOEP_CHOLESKY_UPPER_TEST TOEP_CHOLESKY_UPPER produces the upper Cholesky factor R of a positive definite symmetric Toeplitz matrix T, so that T=R'*R. T is input in a compressed (2,N) array. Compressed Toeplitz matrix G: Col 1 2 3 Row 1: 1. 0.500000 -0.375000 2: 0. 0.500000 -0.375000 Computed upper Cholesky factor R: Col 1 2 3 Row 1: 1. 0.500000 -0.375000 2: 0. 0.866025 0.793857 3: 0. 0. 0.478714 Product R'R: Col 1 2 3 Row 1: 1. 0.500000 -0.375000 2: 0.500000 1. 0.500000 3: -0.375000 0.500000 1. TOEPLITZ_CHOLESKY_UPPER_TEST TOEPLITZ_CHOLESKY_UPPER produces the upper Cholesky factor R of a positive definite symmetric Toeplitz matrix T, so that T=R'*R. T is input as an NxN array. Toeplitz matrix A: Col 1 2 3 Row 1: 1. 0.500000 -0.375000 2: 0.500000 1. 0.500000 3: -0.375000 0.500000 1. Computed upper Cholesky factor R: Col 1 2 3 Row 1: 1. 0.500000 -0.375000 2: 0. 0.866025 0.793857 3: 0. 0. 0.478714 Product R'R: Col 1 2 3 Row 1: 1. 0.500000 -0.375000 2: 0.500000 1. 0.500000 3: -0.375000 0.500000 1. TOEPLITZ_CHOLESKY_PRB: Normal end of execution. 28 January 2017 9:32:26.390 AM