hankel_pds_test

hankel_pds_test, a MATLAB program which calls hankel_pds() to compute a lower triangular matrix L which is the Cholesky factor of a positive definite (symmetric) Hankel matrix H, that is, H = L * L'.

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_pds, a MATLAB library which can compute a lower triangular matrix L that is the Cholesky factor of a positive definite (symmetric) Hankel matrix H, that is, H = L * L'.

Source Code:

• hankel_pds_test.m, calls all the tests;
• hankel_pds_test.sh, runs all the tests.
• hankel_pds_test.txt, the output file.
• hankel_pds_cholesky_lower_test01.m.
• hankel_pds_cholesky_lower_test02.m.