asa007_test

asa007_test is a MATLAB program which calls asa007 to compute the inverse of a symmetric positive definite matrix, by Michael Healy.

Licensing:

The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.

Related Data and Programs:

asa007, a MATLAB library which computes the inverse of a symmetric positive definite matrix, and uses a version of ASA006 for Cholesky factorization, by Michael Healy. This is a version of Applied Statistics Algorithm 7.

Source Code:

• asa007_test.m, a sample calling program.
• asa007_test.sh, runs the tests.
• asa007_test.txt, the output file.
• asa007_test01.m, tests SYMINV on a simple matrix.
• asa007_test02.m, tests SYMINV on the Hilbert matrix.