testchol.m

LU decomposition routines in matlab

%
% testchol.m
%
%
% Use the Cholesky decomposition decomposition 
% to solve a linear system with symmetric positive 
% definite matrix.
%

%
A = [ 16  4  8  4
       4 10  8  4
       8  8 12 10
       4  4 10 12];

b = [ 32
      26 
      38
      30 ];



disp( ' The system matrix A  ')
disp( A )
disp( ' and the right hand side vector b ')
disp( b )

disp( ' The Cholesky decomposition computed using the Matlab CHOL command')
disp( chol(A) )


disp( ' The Cholesky decomposition computed using MYCHOL')
disp( ' (C is stored in the upper triangular part)')
AA = A;
[AA,iflag] = mychol( AA );
disp( AA )