home
***
CD-ROM
|
disk
|
FTP
|
other
***
search
/
The CICA Windows Explosion!
/
The CICA Windows Explosion! - Disc 2.iso
/
programr
/
mathstud.zip
/
CHOL.M
< prev
next >
Wrap
Text File
|
1993-03-23
|
325b
|
12 lines
function y=chol(x)
%y=chol(x)
%x - input matrix (should be symmetric, lower part is ignored)
%y - Cholesky decomposition of x
% S.Halevy 7/31/92
% Copyright (c) 1992 by the MathWizards
z = triu(x)+triu(x,1).';
y = _chol(z); % returns the chol factorization and the permutation index
y = triu(y).';