14 November 2012 08:23:22 AM

TOEPLITZ_CHOLESKY_PRB:
  C version
  Test the TOEPLITZ_CHOLESKY library.

TOEPLITZ_CHOLESKY_PRB01
  Test the factorization of a simple example.

TOEPLITZ_CHOLESKY_UPPER:

  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

TOEP_CHOLESKY_UPPER:

  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_LOWER:

  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

TOEP_CHOLESKY_LOWER:

  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_PRB:
  Normal end of execution.

14 November 2012 08:23:22 AM