choleskyANDA

function [U, ind] = Cholesky(A)
    eps = 1.0e-8
    n = size(A,1)
    U = zeros(n,n)

        for i = 1:n
            t = A(i,i) - U(1:i-1,i)'*U(1:i-1,i)

            if t <= eps
                mprintf("Matriz no definida positiva.\n")
                ind = 0
               return
            end
            U(i,i)= sqrt(t)

            for j = i+1:n
                U(i,j) = ( A(i,j) - U(1:i-1,i)'*U(1:i-1,j) )/U(i,i)
            end
        end
    ind = 1
endfunction

A = [16,-12,8,-16;-12,18,-6,9;8,-6,5,-10;-16,9,-10,46]
X = [4,12,-16;12,37,-43;-16,-43,98]
B = Cholesky(A); a = B' * B
C = Cholesky(X); b = C' * C