10 June 2013 07:45:41 AM

PDFLIB_PRB
  C++ version
  Test the PDFLIB library.

INITIALIZE - Note:
  The RNGLIB package has been initialized.

TEST01
  R8MAT_POFAC computes the Cholesky factor R of a
  positive definite matrix A, so that A = R' * R.

  Start with random R1;
  Compute A = R1' * R1.
  Call R8MAT_POFAC and see if you recover R2 = R1.

  R1:

  Col:          0             1             2             3             4       
  Row

    0:     0.323711      0.324392       0.28873      0.566211      0.895177  
    1:            0      0.493388      0.353007       0.82072      0.336599  
    2:            0             0      0.153961      0.325495      0.285023  
    3:            0             0             0       0.34008      0.503381  
    4:            0             0             0             0      0.773531  

  A:

  Col:          0             1             2             3             4       
  Row

    0:     0.104789      0.105009     0.0934649      0.183289      0.289778  
    1:     0.105009      0.348662      0.267831      0.588607      0.456462  
    2:    0.0934649      0.267831      0.231683      0.503315      0.421168  
    3:     0.183289      0.588607      0.503315       1.21578       1.04708  
    4:     0.289778      0.456462      0.421168       1.04708       1.84762  

  Frobenius difference between R1 and R2 = 1.22502e-15

PDFLIB_PRB
  Normal end of execution.

10 June 2013 07:45:41 AM
