www.gusucode.com > GPS仿真Matlab编程源码程序 > GPS仿真Matlab编程源码程序/cholsky.m

    function g=cholsky(A,m)
g=zeros(m,m);
for i=1:m
    for j=1:m
        if(i==1&j==1)
            
            g(i,j)=sqrt(A(i,j));
        elseif(i>=2&j==1)
            g(i,1)=A(i,1)/g(1,1);
        elseif(i==j&j>=2)
            g(i,j)=sqrt(A(i,j)-sum(abs(g(i,1:j-1)).^2));
        elseif(j>=2&i>=j+1)
            g(i,j)=[A(i,j)-sum(g(i,1:j-1)*g(j,1:j-1)')]/g(j,j);
        end;
    end;
end;