This directory contains various Matlab programs that were written during the
development of the BLAS-RMD package. These fall into the following
categories:

Demo programs
  demo_run_groundwater (minimizes groundw_sumsq via fminunc)
  demo_var (compares var1_likelihood with var_ll from [1])
  demo_rot (demonstration of Givens rotation computations)

Subfunctions/utilities for demo programs
  var1_likelihood (corresp. to demo2_likeli.f90)
  groundw_sumsq.m (corresponds to demo1_sumsq.f90)
  init_demo_var (creates the var_r_n.dat files in ../demo)
  dlyap1.m utility for var1_likelihood
  dlyap_octave.m (found on the internet)

Utilities:
  almostequal
  dg
  ivech
  randPM
  sym
  vec
  vech

Implementations of a few adjoints:
  asum_rumd
  ata_rmd
  axpy_rmd
  chol_rmd (an alternative algorithm to the one below)
  chol_update_rmd (this is the algorithm used in spotrf_rmd.f90)
  chol1_rmd (another Matlab translation of spotrf_rmd.f90)
  dot_rmd
  gbmv_rmd
  gemv_rmd
  scal_rmd
  syrk_rmd

A few test programs
  test_chol_rmd.m
  test_gemv_rmd.m
  test_lyap.m
  test_rot.m
  test_rotmg.m
  test_rotmg_rmd.m
  test_syrk_rmd.m
  test_var1_likelihood.m

[1] K Jonasson: Algorithm 878: Exact VARMA likelihood and its gradient
    for complete and incomplete data with Matlab, ACM TOMS 2008.
