private static void hankel_spd_cholesky_lower_test02()
//****************************************************************************80
//
// Purpose:
//
// hankel_spd_cholesky_lower_test02 tests hankel_spd_cholesky_lower.
//
// Licensing:
//
// This code is distributed under the GNU LGPL license.
//
// Modified:
//
// 27 January 2017
//
// Author:
//
// John Burkardt
//
{
int flag = 0;
int i;
Console.WriteLine("");
Console.WriteLine("hankel_spd_cholesky_lower_test02");
Console.WriteLine(" hankel_spd_cholesky_lower computes a lower Cholesky");
Console.WriteLine(" matrix L such that the matrix H = L * L' is a");
Console.WriteLine(" symmetric positive definite (SPD) Hankel matrix.");
int n = 5;
double[] lii = new double[n];
for (i = 0; i < n; i++)
{
lii[i] = 1.0;
}
double[] liim1 = new double[n - 1];
for (i = 0; i < n - 1; i++)
{
liim1[i] = 1.0;
}
double[] l = HankelSPDCholesky.hankel_spd_cholesky_lower(n, lii, liim1);
typeMethods.r8mat_print(n, n, l, " The Cholesky factor L:");
double[] h = typeMethods.r8mat_mmt_new(n, n, n, l, l);
typeMethods.r8mat_print(n, n, h, " The Hankel matrix H = L * L':");
double[] l2 = typeMethods.r8mat_cholesky_factor(n, h, ref flag);
typeMethods.r8mat_print(n, n, l2, " The Cholesky factor L2 of H:");
double[] h2 = typeMethods.r8mat_mmt_new(n, n, n, l2, l2);
typeMethods.r8mat_print(n, n, h2, " The Hankel matrix H2 = L2 * L2':");
}
private static void hankel_spd_cholesky_lower_test01()
//****************************************************************************80
//
// Purpose:
//
// hankel_spd_cholesky_lower_test01 tests hankel_spd_cholesky_lower.
//
// Licensing:
//
// This code is distributed under the GNU LGPL license.
//
// Modified:
//
// 27 January 2017
//
// Author:
//
// John Burkardt
//
{
int i;
Console.WriteLine("");
Console.WriteLine("hankel_spd_cholesky_lower_test01");
Console.WriteLine(" hankel_spd_cholesky_lower computes a lower Cholesky");
Console.WriteLine(" matrix L such that the matrix H = L * L' is a");
Console.WriteLine(" symmetric positive definite (SPD) Hankel matrix.");
int n = 5;
//
// Example 1:
//
double[] lii = new double[n];
for (i = 0; i < n; i++)
{
lii[i] = 1.0;
}
double[] liim1 = new double[n - 1];
for (i = 0; i < n - 1; i++)
{
liim1[i] = 1.0;
}
double[] l = HankelSPDCholesky.hankel_spd_cholesky_lower(n, lii, liim1);
typeMethods.r8mat_print(n, n, l, " The Cholesky factor L:");
double[] h = typeMethods.r8mat_mmt_new(n, n, n, l, l);
typeMethods.r8mat_print(n, n, h, " The Hankel matrix H = L * L':");
//
// Example 2:
//
lii = new double[n];
for (i = 0; i < n; i++)
{
lii[i] = i + 1;
}
liim1 = new double[n - 1];
for (i = 0; i < n - 1; i++)
{
liim1[i] = n - 1 - i;
}
l = HankelSPDCholesky.hankel_spd_cholesky_lower(n, lii, liim1);
typeMethods.r8mat_print(n, n, l, " The Cholesky factor L:");
h = typeMethods.r8mat_mmt_new(n, n, n, l, l);
typeMethods.r8mat_print(n, n, h, " The Hankel matrix H = L * L':");
//
// Example 3:
//
int seed = 123456789;
lii = UniformRNG.r8vec_uniform_01_new(n, ref seed);
liim1 = UniformRNG.r8vec_uniform_01_new(n - 1, ref seed);
l = HankelSPDCholesky.hankel_spd_cholesky_lower(n, lii, liim1);
typeMethods.r8mat_print(n, n, l, " The Cholesky factor L:");
h = typeMethods.r8mat_mmt_new(n, n, n, l, l);
typeMethods.r8mat_print(n, n, h, " The Hankel matrix H = L * L':");
}