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21 January 2020 11:07:18 AM TOEPLITZ_CHOLESKY_TEST: C version Test the TOEPLITZ_CHOLESKY library. T_CHOLESKY_LOWER_TEST T_CHOLESKY_LOWER computes the lower Cholesky factor L of a positive definites symmetric Toeplitz matrix defined by the first row. First row of matrix T: 0: 1 1: 0.5 2: -0.375 Computed lower Cholesky factor L: Col: 0 1 2 Row 0: 1.000000 0.000000 0.000000 1: 0.500000 0.866025 0.000000 2: -0.375000 0.793857 0.478714 Product LL': Col: 0 1 2 Row 0: 1.000000 0.500000 -0.375000 1: 0.500000 1.000000 0.500000 2: -0.375000 0.500000 1.000000 TOEP_CHOLESKY_LOWER_TEST TOEP_CHOLESKY_LOWER computes the lower Cholesky factor L of a positive definites symmetric Toeplitz matrix defined by a (2,N) array. Compressed Toeplitz matrix G: Col: 0 1 2 Row 0: 1.000000 0.500000 -0.375000 1: 0.000000 0.500000 -0.375000 Computed lower Cholesky factor L: Col: 0 1 2 Row 0: 1.000000 0.000000 0.000000 1: 0.500000 0.866025 0.000000 2: -0.375000 0.793857 0.478714 Product LL': Col: 0 1 2 Row 0: 1.000000 0.500000 -0.375000 1: 0.500000 1.000000 0.500000 2: -0.375000 0.500000 1.000000 TOEPLITZ_CHOLESKY_LOWER_TEST TOEPLITZ_CHOLESKY_LOWER computes the lower Cholesky factor L of a positive definites symmetric Toeplitz matrix defined as an NxN array. Toeplitz matrix A: Col: 0 1 2 Row 0: 1.000000 0.500000 -0.375000 1: 0.500000 1.000000 0.500000 2: -0.375000 0.500000 1.000000 Computed lower Cholesky factor L: Col: 0 1 2 Row 0: 1.000000 0.000000 0.000000 1: 0.500000 0.866025 0.000000 2: -0.375000 0.793857 0.478714 Product LL': Col: 0 1 2 Row 0: 1.000000 0.500000 -0.375000 1: 0.500000 1.000000 0.500000 2: -0.375000 0.500000 1.000000 T_CHOLESKY_UPPER_TEST T_CHOLESKY_UPPER computes the upper Cholesky factor R of a positive definites symmetric Toeplitz matrix defined by the 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: 1.000000 0.500000 -0.375000 1: 0.000000 0.866025 0.793857 2: 0.000000 0.000000 0.478714 Product R'R: Col: 0 1 2 Row 0: 1.000000 0.500000 -0.375000 1: 0.500000 1.000000 0.500000 2: -0.375000 0.500000 1.000000 TOEP_CHOLESKY_UPPER_TEST TOEP_CHOLESKY_UPPER computes the upper Cholesky factor L of a positive definites symmetric Toeplitz matrix defined by a (2,N) array. Compressed Toeplitz matrix G: Col: 0 1 2 Row 0: 1.000000 0.500000 -0.375000 1: 0.000000 0.500000 -0.375000 Computed upper Cholesky factor R: Col: 0 1 2 Row 0: 1.000000 0.500000 -0.375000 1: 0.000000 0.866025 0.793857 2: 0.000000 0.000000 0.478714 Product R'R: Col: 0 1 2 Row 0: 1.000000 0.500000 -0.375000 1: 0.500000 1.000000 0.500000 2: -0.375000 0.500000 1.000000 TOEPLITZ_CHOLESKY_UPPER_TEST TOEPLITZ_CHOLESKY_UPPER computes the upper Cholesky factor L of a positive definites symmetric Toeplitz matrix defined as an NxN array. Toeplitz matrix A: Col: 0 1 2 Row 0: 1.000000 0.500000 -0.375000 1: 0.500000 1.000000 0.500000 2: -0.375000 0.500000 1.000000 Computed upper Cholesky factor R: Col: 0 1 2 Row 0: 1.000000 0.500000 -0.375000 1: 0.000000 0.866025 0.793857 2: 0.000000 0.000000 0.478714 Product R'R: Col: 0 1 2 Row 0: 1.000000 0.500000 -0.375000 1: 0.500000 1.000000 0.500000 2: -0.375000 0.500000 1.000000 TOEPLITZ_CHOLESKY_TEST: Normal end of execution. 21 January 2020 11:07:18 AM