================================ Test of Cholesky routines ================================ Real matrix X = [[5.65396 2.97436 0.781578 0.86311 2.85983] [2.97436 4.04254 1.71215 0.192244 1.26487] [0.781578 1.71215 1.71799 -0.0816675 0.307146] [0.86311 0.192244 -0.0816675 4.82258 -1.03047] [2.85983 1.26487 0.307146 -1.03047 5.0802]] F = [[2.37781 1.25088 0.328697 0.362986 1.20272] [0 1.57411 0.826488 -0.166322 -0.152207] [0 0 0.96274 -0.0659751 0.0390683] [0 0 0 2.15843 -0.690216] [0 0 0 0 1.76991]] X = F^T * F = [[5.65396 2.97436 0.781578 0.86311 2.85983] [2.97436 4.04254 1.71215 0.192244 1.26487] [0.781578 1.71215 1.71799 -0.0816675 0.307146] [0.86311 0.192244 -0.0816675 4.82258 -1.03047] [2.85983 1.26487 0.307146 -1.03047 5.0802]] only F = [[2.37781 1.25088 0.328697 0.362986 1.20272] [0 1.57411 0.826488 -0.166322 -0.152207] [0 0 0.96274 -0.0659751 0.0390683] [0 0 0 2.15843 -0.690216] [0 0 0 0 1.76991]] norm(e) = 8.89045e-16 Complex matrix X = [[4.454+0i 0.223619-0.908639i -2.44628-2.83763i -1.71521+0.892303i -0.707212-0.422707i] [0.223619+0.908639i 3.41718+0i -0.509174-0.738187i 0.735646-1.75205i -0.630503-1.6253i] [-2.44628+2.83763i -0.509174+0.738187i 5.19776+0i -0.0544037-1.16418i 1.24193+0.79396i] [-1.71521-0.892303i 0.735646+1.75205i -0.0544037+1.16418i 6.39332+0i -0.415767+2.97227i] [-0.707212+0.422707i -0.630503+1.6253i 1.24193-0.79396i -0.415767-2.97227i 5.87291+0i]] F = [[2.11045+0i 0.105958-0.430543i -1.15913-1.34456i -0.812724+0.422802i -0.3351-0.200292i] [0+0i 1.7946+0i -0.537861-0.0538657i 0.559342-0.80627i -0.3796-0.813443i] [0+0i 0+0i 1.32444+0i -0.128772-0.0340743i 0.253852+0.449463i] [0+0i 0+0i 0+0i 2.13854+0i -0.467117+1.62638i] [0+0i 0+0i 0+0i 0+0i 1.33602+0i]] X = F^H * F = [[4.454+0i 0.223619-0.908639i -2.44628-2.83763i -1.71521+0.892303i -0.707212-0.422707i] [0.223619+0.908639i 3.41718+1.23667e-18i -0.509174-0.738187i 0.735646-1.75205i -0.630503-1.6253i] [-2.44628+2.83763i -0.509174+0.738187i 5.19776-8.79119e-17i -0.0544037-1.16418i 1.24193+0.79396i] [-1.71521-0.892303i 0.735646+1.75205i -0.0544037+1.16418i 6.39332-1.55697e-17i -0.415767+2.97227i] [-0.707212+0.422707i -0.630503+1.6253i 1.24193-0.79396i -0.415767-2.97227i 5.87291+1.83772e-17i]] only F = [[2.11045+0i 0.105958-0.430543i -1.15913-1.34456i -0.812724+0.422802i -0.3351-0.200292i] [0+0i 1.7946+0i -0.537861-0.0538657i 0.559342-0.80627i -0.3796-0.813443i] [0+0i 0+0i 1.32444+0i -0.128772-0.0340743i 0.253852+0.449463i] [0+0i 0+0i 0+0i 2.13854+0i -0.467117+1.62638i] [0+0i 0+0i 0+0i 0+0i 1.33602+0i]] norm(e) = 9.37978e-16