27-Jan-2019 17:11:37 HANKEL_CHOLESKY_TEST MATLAB version Test HANKEL_CHOLESKY. HANKEL_CHOLESKY_UPPER_TEST HANKEL_CHOLESKY_UPPER is given a Hankel matrix H and computes an upper triangular matrix R such that H = R' * R The Hankel matrix H: Col: 1 2 3 4 5 Row 1 : 0.0477066 0.0144415 0.918915 0.524497 18.4544 2 : 0.0144415 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 R computed by CHOL: Col: 1 2 3 4 5 Row 1 : 0.218418 0.0661187 4.20713 2.40134 84.4911 2 : 0 0.956318 0.257578 19.1313 9.97088 3 : 0 0 0.829509 0.109957 16.9598 4 : 0 0 0 0.561695 0.043829 5 : 0 0 0 0 0.415307 R computed by R8MAT_CHOLESKY_FACTOR_UPPER: Col: 1 2 3 4 5 Row 1 : 0.218418 0.0661187 4.20713 2.40134 84.4911 2 : 0 0.956318 0.257578 19.1313 9.97088 3 : 0 0 0.829509 0.109957 16.9598 4 : 0 0 0 0.561695 0.043829 5 : 0 0 0 0 0.415307 R computed by HANKEL_CHOLESKY: Col: 1 2 3 4 5 Row 1 : 0.218418 0.0661187 4.20713 2.40134 84.4911 2 : 0 0.956318 0.257578 19.1313 9.97088 3 : 0 0 0.829509 0.109957 16.9598 4 : 0 0 0 0.561695 0.043829 5 : 0 0 0 0 0.415307 HANKEL_CHOLESKY_TEST Normal end of execution. 27-Jan-2019 17:11:37