+ email: Christophe.Troestler@umons.ac.be

+ WWW: http://www.umh.ac.be/math/an/

+ This library is free software; you can redistribute it and/or

+ modify it under the terms of the GNU Lesser General Public

+ License as published by the Free Software Foundation; either

+ version 2 of the License, or (at your option) any later version.

+ This library is distributed in the hope that it will be useful,

+ but WITHOUT ANY WARRANTY; without even the implied warranty of

+ MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU

+ Lesser General Public License for more details.

+ You should have received a copy of the GNU Lesser General Public

+ License along with this library; if not, write to the Free Software

+ Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA

+(* Example from http://www.nag.com/lapack-ex/node9.html *)

+(* Symmetric positive definite band matrix. Only the upper triangle

+ of the matrix is stored (default behavior of [pbsv]). Each line

+ correspond to a diagonal, the columns being the same as the

+let ab = Mat.of_array [| [| nan; 2.68; -2.39; -2.22 |];

+ [| 5.49; 5.63; 2.60; 5.17 |] |]

+let b = Vec.of_array [| 22.09; 9.31; -5.24; 11.83 |]

+ pbsv ab (Mat.from_col_vec x);

+ printf "Solution: X = @[%a@]@\n" pp_rfvec x;

+ printf "Cholesky factor U (each line is a diagonal):@\n @[%a@]@\n"