>> toeplitz_cholesky_test
13-Nov-2012 09:34:17

TOEPLITZ_CHOLESKY_TEST:
  Test the TOEPLITZ_CHOLESKY library.

TOEPLITZ_CHOLESKY_TEST01
  Test the factorization of a simple example.

TOEPLITZ_CHOLESKY_UPPER:

  Toeplitz matrix A:

  Col:       1             2             3       
  Row
      1 :           1           0.5        -0.375  
      2 :         0.5             1           0.5  
      3 :      -0.375           0.5             1  

  Computed upper Cholesky factor R:

  Col:       1             2             3       
  Row
      1 :           1           0.5        -0.375  
      2 :           0      0.866025      0.793857  
      3 :           0             0      0.478714  

  Product R'R:

  Col:       1             2             3       
  Row
      1 :           1           0.5        -0.375  
      2 :         0.5             1           0.5  
      3 :      -0.375           0.5             1  

TOEP_CHOLESKY_UPPER:

  Compressed Toeplitz matrix G:

  Col:       1             2             3       
  Row
      1 :           1           0.5        -0.375  
      2 :           0           0.5        -0.375  

  Computed upper Cholesky factor R:

  Col:       1             2             3       
  Row
      1 :           1           0.5        -0.375  
      2 :           0      0.866025      0.793857  
      3 :           0             0      0.478714  

  Product R'R:

  Col:       1             2             3       
  Row
      1 :           1           0.5        -0.375  
      2 :         0.5             1           0.5  
      3 :      -0.375           0.5             1  

TOEPLITZ_CHOLESKY_LOWER:

  Toeplitz matrix A:

  Col:       1             2             3       
  Row
      1 :           1           0.5        -0.375  
      2 :         0.5             1           0.5  
      3 :      -0.375           0.5             1  

  Computed lower Cholesky factor L:

  Col:       1             2             3       
  Row
      1 :           1             0             0  
      2 :         0.5      0.866025             0  
      3 :      -0.375      0.793857      0.478714  

  Product LL':

  Col:       1             2             3       
  Row
      1 :           1           0.5        -0.375  
      2 :         0.5             1           0.5  
      3 :      -0.375           0.5             1  

TOEP_CHOLESKY_LOWER:

  Compressed Toeplitz matrix G:

  Col:       1             2             3       
  Row
      1 :           1           0.5        -0.375  
      2 :           0           0.5        -0.375  

  Computed lower Cholesky factor L:

  Col:       1             2             3       
  Row
      1 :           1             0             0  
      2 :         0.5      0.866025             0  
      3 :      -0.375      0.793857      0.478714  

  Product LL':

  Col:       1             2             3       
  Row
      1 :           1           0.5        -0.375  
      2 :         0.5             1           0.5  
      3 :      -0.375           0.5             1  

TOEPLITZ_CHOLESKY_TEST:
  Normal end of execution.

13-Nov-2012 09:34:17
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