function L = cholesky(A, n) L = zeros(n, n); for j = 1: n for k = 1: j - 1 A(j, j) = A(j, j) - A(j, k) ^ 2; end A(j, j) = sqrt(A(j, j)); for i = j + 1: n for k = 1: j - 1 A(i, j) = A(i, j) - A(i, k) * A(j, k); end A(i, j) = A(i, j) / A(j, j); end end for i = 1: n for j = 1: i L(i, j) = A(i, j); end end