function [l] = my_cholA(n, a) % -------- LL' decomposition ----------- l = zeros(n,n); for k=1:n l(k,k) = a(k,k); % diagonal for j=1:k-1 l(k,k) = l(k,k) - l(k,j)*l(k,j); end l(k,k) = sqrt( l(k,k)); for i=k+1:n l(i,k) = a(i,k); for j=1:k-1 l(i,k) = l(i,k)- l(i,j)*l(k,j); end l(i,k) = l(i,k)/l(k,k); end end