Got a compiling version of the algorithm

sample/CMakeLists.txt

@@ -26,3 +26,7 @@ if (HDF5_FOUND)
 	  add_executable(testReadFlash testReadFlash.cpp)
 	  target_link_libraries(testReadFlash ${tolink})
 endif (HDF5_FOUND)
+
+
+add_executable(testEskow testEskow.cpp)
+target_link_libraries(testEskow ${tolink})

sample/testEskow.cpp

@@ -0,0 +1,50 @@
+#include <cstring>
+#include <iostream>
+#include <iomanip>
+#include <vector>
+#include "eskow.hpp"
+
+using namespace std;
+
+double Hartmann_Matrix[6][6] = {
+  { 14.8253,   -6.4243,   7.8746,  -1.2498,  10.2733,  10.2733 },
+  { -6.4243,   15.1024,  -1.1155,  -0.2761,  -8.2117,  -8.2117 },
+  {  7.8746,   -1.1155,  51.8519, -23.3482,  12.5902,  12.5902 },
+  { -1.2498,   -0.2761, -23.3482,  22.7962,  -9.8958,  -9.8958 },
+  { 10.2733,   -8.2117,  12.5902,  -9.8958,  21.0656,  21.0656 },
+  { 10.2733,   -8.2117,  12.5902,  -9.8958,  21.0656,  21.0656 }
+};
+
+struct MatrixOp
+{
+  vector<double> M;
+  int N;
+
+  double& operator()(int i, int j)
+  {
+    return M[i*N + j];
+  }
+};
+
+int main()
+{
+  MatrixOp M;
+  double norm_E;
+
+  M.N = 6;
+  M.M.resize(M.N*M.N);
+
+  memcpy(&M.M[0], &Hartmann_Matrix[0][0], sizeof(double)*36);
+
+  CholeskyEskow::cholesky_eskow(M, M.N, norm_E);
+
+  for (int i = 0; i < M.N; i++)
+    {
+      for (int j = 0; j < M.N; j++)
+	{
+	  cout << setprecision(25) << M(i,j) << " ";
+	}
+      cout << endl;
+    }
+  return 0;
+}