asa006_test/b>, a MATLAB code which calls asa006(), which computes the Cholesky factor of a positive definite symmetric matrix.
The computer code and data files described and made available on this web page are distributed under the MIT license
asa006, a MATLAB code which computes the Cholesky factorization of a symmetric positive definite matrix, by Michael Healy. This is a version of Applied Statistics Algorithm 6;