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MATHS171
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CHOL.M
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1993-03-23
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325b
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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).';