NAG Library Manual, Mark 28.5
Interfaces:  FL   CL   CPP   AD 

NAG FL Interface Introduction
Example description

 F07JAF Example Program Results

 Solution
      2.5000     2.0000     1.0000    -1.0000     3.0000

 Diagonal elements of the diagonal matrix D
      4.0000     9.0000    25.0000    16.0000     1.0000

 Subdiagonal elements of the Cholesky factor L
     -0.5000    -0.6667     0.6000     0.5000