chol2.m

various matlab programs to slove various problems

function [A] = chol2 (A)
[n,n]=size(A);
for k=1:n-1
   A(k,k)=sqrt(A(k,k));   
   A(k+1:n,k)=A(k+1:n,k)/A(k,k);
   for j=k+1:n
      A(j:n,j)=A(j:n,j)-A(j:n,k)*A(j,k);
   end
end
A(n,n)=sqrt(A(n,n));
return