27-Jan-2019 19:26:18

HANKEL_PDS_TEST
  MATLAB version
  Test HANKEL_PDS.

HANKEL_PDS_CHOLESKY_LOWER_TEST01
  HANKEL_PDS_CHOLESKY_LOWER computes a lower Cholesky
  matrix L such that the matrix H = L * L' is a
  positive definite (symmetric) Hankel matrix.

  The Cholesky factor L:

  Col:       1             2             3             4             5       
  Row
      1 :           1             0             0             0             0  
      2 :           1             1             0             0             0  
      3 :           2             1             1             0             0  
      4 :           3             3             1             1             0  
      5 :           6             4             4             1             1  

  The Hankel matrix H = L * L':

  Col:       1             2             3             4             5       
  Row
      1 :           1             1             2             3             6  
      2 :           1             2             3             6            10  
      3 :           2             3             6            10            20  
      4 :           3             6            10            20            35  
      5 :           6            10            20            35            70  

  The Cholesky factor L:

  Col:       1             2             3             4             5       
  Row
      1 :           1             0             0             0             0  
      2 :           4             2             0             0             0  
      3 :          20             3             3             0             0  
      4 :          86            37             2             4             0  
      5 :         418          82.5       59.1667             1             5  

  The Hankel matrix H = L * L':

  Col:       1             2             3             4             5       
  Row
      1 :           1             4            20            86           418  
      2 :           4            20            86           418          1837  
      3 :          20            86           418          1837          8785  
      4 :          86           418          1837          8785       39122.8  
      5 :         418          1837          8785       39122.8        185057  

  The Cholesky factor L:

  Col:       1             2             3             4             5       
  Row
      1 :    0.218418             0             0             0             0  
      2 :   0.0661187      0.956318             0             0             0  
      3 :     4.20713      0.257578      0.829509             0             0  
      4 :     2.40134       19.1313      0.109957      0.561695             0  
      5 :     84.4911       9.97088       16.9598      0.043829      0.415307  

  The Hankel matrix H = L * L':

  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  

HANKEL_PDS_CHOLESKY_LOWER_TEST02
  HANKEL_PDS_CHOLESKY_LOWER computes a lower Cholesky
  matrix L such that the matrix H = L * L' is a
  positive definite (symmetric) Hankel matrix.

  The Cholesky factor L:

  Col:       1             2             3             4             5       
  Row
      1 :           1             0             0             0             0  
      2 :           1             1             0             0             0  
      3 :           2             1             1             0             0  
      4 :           3             3             1             1             0  
      5 :           6             4             4             1             1  

  The Hankel matrix H = L * L':

  Col:       1             2             3             4             5       
  Row
      1 :           1             1             2             3             6  
      2 :           1             2             3             6            10  
      3 :           2             3             6            10            20  
      4 :           3             6            10            20            35  
      5 :           6            10            20            35            70  

  The Cholesky factor L2 of H:

  Col:       1             2             3             4             5       
  Row
      1 :           1             0             0             0             0  
      2 :           1             1             0             0             0  
      3 :           2             1             1             0             0  
      4 :           3             3             1             1             0  
      5 :           6             4             4             1             1  

  The Hankel matrix H2 = L2 * L2':

  Col:       1             2             3             4             5       
  Row
      1 :           1             1             2             3             6  
      2 :           1             2             3             6            10  
      3 :           2             3             6            10            20  
      4 :           3             6            10            20            35  
      5 :           6            10            20            35            70  

HANKEL_PDS_TEST
  Normal end of execution.

27-Jan-2019 19:26:18