linear_algebra
Class CholTest_f77

java.lang.Object
  |
  +--linear_algebra.CholTest_f77

public class CholTest_f77
extends java.lang.Object

This class tests the Cholesky_f77 classes. It

  1. Randomly generates numbers between randlow and randhigh and fills a lower triangular matrix R with them. Note that randlow and randhigh should be of the same sign. Otherwise it would be possible for R not to be of full rank.
  2. Obtains the positive definite matrix A = RR´.
  3. Randomly generates a vector x.
  4. Calculates the vector b = Ax.
  5. Performs a Cholesky decomposition of A in an effort to recover R. (This tests Cholesky_f77.dpofa_f77.)
  6. Solves the system Az = b in an effort to recover x. (This tests Cholesky_f77.dposl_f77.)
  7. Obtains an estimate of A^{-1} and compares A^{-1}A with the identity matrix. (This tests Cholesky_f77.dpodi_f77.)


Constructor Summary
CholTest_f77()
           
 
Method Summary
static void main(java.lang.String[] args)
           
 
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 

Constructor Detail

CholTest_f77

public CholTest_f77()
Method Detail

main

public static void main(java.lang.String[] args)