Thu Sep 13 19:28:58 2018 TOEPLITZ_CHOLESKY_TEST: Python version: 3.6.5 Test the TOEPLITZ_CHOLESKY library. T_CHOLESKY_LOWER_TEST Python version: 3.6.5 T_CHOLESKY_LOWER computes the lower Cholesky factor of a positive semi-definite Toeplitz matrix. The Toeplitz matrix is defined by its first row. First row of Toeplitz matrix T: 0: 1 1: 0.5 2: -0.375 Computed lower Cholesky factor L: Col: 0 1 2 Row 0 : 1 0 0 1 : 0.5 0.866025 0 2 : -0.375 0.793857 0.478714 Product L*L': Col: 0 1 2 Row 0 : 1 0.5 -0.375 1 : 0.5 1 0.5 2 : -0.375 0.5 1 TOEP_CHOLESKY_LOWER_TEST Python version: 3.6.5 TOEP_CHOLESKY_LOWER computes the lower Cholesky factor of a positive semi-definite Toeplitz matrix. The Toeplitz matrix is supplied as a (2,N) array. Compressed Toeplitz matrix G: Col: 0 1 2 Row 0 : 1 0.5 -0.375 1 : 0 0.5 -0.375 Computed lower Cholesky factor L: Col: 0 1 2 Row 0 : 1 0 0 1 : 0.5 0.866025 0 2 : -0.375 0.793857 0.478714 Product L*L': Col: 0 1 2 Row 0 : 1 0.5 -0.375 1 : 0.5 1 0.5 2 : -0.375 0.5 1 TOEPLITZ_CHOLESKY_LOWER_TEST Python version: 3.6.5 TOEPLITZ_CHOLESKY_LOWER computes the lower Cholesky factorization of a positive semi-definite Toeplitz matrix. The matrix is supplied as an NxN array. Toeplitz matrix A: Col: 0 1 2 Row 0 : 1 0.5 -0.375 1 : 0.5 1 0.5 2 : -0.375 0.5 1 Computed lower Cholesky factor L: Col: 0 1 2 Row 0 : 1 0 0 1 : 0.5 0.866025 0 2 : -0.375 0.793857 0.478714 Product LL': Col: 0 1 2 Row 0 : 1 0.5 -0.375 1 : 0.5 1 0.5 2 : -0.375 0.5 1 T_CHOLESKY_UPPER_TEST Python version: 3.6.5 T_CHOLESKY_UPPER computes the upper Cholesky factor of a positive semi-definite Toeplitz matrix. The Toeplitz matrix is defined by its first row. First row of Toeplitz matrix T: 0: 1 1: 0.5 2: -0.375 Computed upper Cholesky factor R: Col: 0 1 2 Row 0 : 1 0.5 -0.375 1 : 0 0.866025 0.793857 2 : 0 0 0.478714 Product R'R: Col: 0 1 2 Row 0 : 1 0.5 -0.375 1 : 0.5 1 0.5 2 : -0.375 0.5 1 TOEP_CHOLESKY_UPPER_TEST Python version: 3.6.5 TOEP_CHOLESKY_UPPER computes the upper Cholesky factor of a positive semi-definite Toeplitz matrix. The Toeplitz matrix is supplied as a (2,N) array. Compressed Toeplitz matrix G: Col: 0 1 2 Row 0 : 1 0.5 -0.375 1 : 0 0.5 -0.375 Computed upper Cholesky factor R: Col: 0 1 2 Row 0 : 1 0.5 -0.375 1 : 0 0.866025 0.793857 2 : 0 0 0.478714 Product R'R: Col: 0 1 2 Row 0 : 1 0.5 -0.375 1 : 0.5 1 0.5 2 : -0.375 0.5 1 TOEPLITZ_CHOLESKY_UPPER_TEST Python version: 3.6.5 TOEPLITZ_CHOLESKY_UPPER computes the upper Cholesky factorization of a positive semi-definite Toeplitz matrix. The matrix is supplied as an NxN array. Toeplitz matrix A: Col: 0 1 2 Row 0 : 1 0.5 -0.375 1 : 0.5 1 0.5 2 : -0.375 0.5 1 Computed upper Cholesky factor R: Col: 0 1 2 Row 0 : 1 0.5 -0.375 1 : 0 0.866025 0.793857 2 : 0 0 0.478714 Product R'R: Col: 0 1 2 Row 0 : 1 0.5 -0.375 1 : 0.5 1 0.5 2 : -0.375 0.5 1 TOEPLITZ_CHOLESKY_TEST: Normal end of execution. Thu Sep 13 19:28:58 2018