hankel_cholesky_test

hankel_cholesky_test, a MATLAB program which calls hankel_cholesky() to compute the upper Cholesky factor of a positive definite (symmetric) Hankel matrix H, that is, H = R' * R.

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:

hankel_cholesky, a MATLAB library which computes the upper Cholesky factor R of a nonnegative definite symmetric Hankel matrix H so that H = R' * R.

Source Code:

• hankel_cholesky_test.m, calls all the tests;
• hankel_cholesky_test.sh, runs all the tests.
• hankel_cholesky_test.txt, the output file.
• hankel_cholesky_upper_test.m.