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> Using Matlab m-files




CHOLESKY.OMS

Script File:
# Description:
# Computes the Cholesky factorization of a matrix.
#
clear
#
# matrix we are factoring
B = {[2., 1.], [1., 2.] }
# cholesky factor
C = cholesky(B)
#
print "B      =", B
print "C      =", C
print "C' * C =", C' * C
	  

Output:
B      = {
[ 2 , 1 ]
[ 1 , 2 ]
}

C      = {
[ 1.41421 , 0.707107 ]
[ 0 , 1.22474 ]
}

C' * C = {
[ 2 , 1 ]
[ 1 , 2 ]
}
	  


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