nag_matop_real_modified_cholesky (f01mdc) Example Program Results

 Original Matrix A
         1       2       3       4       5
 1   0.9649  0.1419  0.0357  0.3922  0.0462
 2   0.1419  0.4218  0.8491  0.6555  0.0971
 3   0.0357  0.8491  0.9340  0.1712  0.8235
 4   0.3922  0.6555  0.1712  0.7060  0.6948
 5   0.0462  0.0971  0.8235  0.6948  0.3171

 Delta:  2.9645e-08 

 Block Diagonal Matrix D
         1       2       3       4       5
 1   0.9649  0.0000  0.0000  0.0000  0.0000
 2   0.0000  0.9327  0.0000  0.0000  0.0000
 3   0.0000  0.0000  0.1387 -0.1338  0.0000
 4   0.0000  0.0000 -0.1338  0.1291  0.0000
 5   0.0000  0.0000  0.0000  0.0000  0.9891

 Eigenvalues of D
              1            2            3            4            5
 1    2.9645e-08   2.6776e-01   9.3268e-01   9.6490e-01   9.8908e-01

 Perturbation Matrix E
              1            2            3            4            5
 1    0.0000e+00   0.0000e+00   0.0000e+00   5.5511e-17   6.9389e-18
 2    0.0000e+00  -5.0121e-01   0.0000e+00   4.8870e-01  -5.1942e-01
 3    0.0000e+00   0.0000e+00   0.0000e+00   0.0000e+00   0.0000e+00
 4    5.5511e-17   4.8870e-01   0.0000e+00  -4.7651e-01   5.0646e-01
 5    6.9389e-18  -5.1942e-01   0.0000e+00   5.0646e-01  -5.3830e-01

 Frobenius Norm of E:      1.5160