#include #include #include "nr.h" using namespace std; // Driver for routine cholsl int main(void) { const int N=3; const DP a_d[N*N]= {100.0,15.0,0.01, 15.0,2.3,0.01, 0.01,0.01,1.0}; const DP b_d[N]={0.4,0.02,99.0}; int i,j,k; DP sum; Vec_DP p(N),x(N),b(b_d,N); Mat_DP a(a_d,N,N), atest(N,N), chol(N,N); NR::choldc(a,p); cout << "Original matrix:" << endl; cout << scientific << setprecision(6); for (i=0;i j ? a[i][j] : 0.0); cout << setw(16) << a_d[i*N+j]; } cout << endl; } cout << endl << "Product of Cholesky factors:" << endl; for (i=0;i