methlab

%Cholesky decomposition
A = [44 15 29 26 119;15 33 22 18 15;29 32 252 112 73;26 18 112 124 90; 119 15 73 90 430];
eigenvals = eig(A);
if all(A>0)
    disp("Matrix A is spd!")
end

H1 = chol(A)';
H2 = MyChol(A);
disp(H1);
disp(H2);
disp(isequal(H1,H2));

function[H]=MyChol(A)
    dimension = size(A);
    H = zeros(dimension(1),dimension(1));

    H(1,1) = sqrt(A(1,1));

    for i=2:dimension(1)

        for j=1:i-1
            tempsum = 0;
            for k=1:j-1
                tempsum = tempsum + H(i,k)*H(j,k);
            end
            H(i,j) = (A(i,j)-tempsum)/H(j,j);
        end

        rowsum = 0;
        for k=1:i-1
            rowsum = rowsum + H(i,k)^2;
        end
        H(i,i) = sqrt(A(i,i)-rowsum);

    end
end