function R = cholesky(A) m = length(A); for k = 1:m for j = k+1:m A(j,k:m) = A(j,k:m) - (A(j,k)/A(k,k))*A(k,k:m); end gamma = 1/sqrt(A(k,k)); A(k,k:m) = gamma*A(k,k:m); end R = triu(A);