1 files changed, 16 insertions, 0 deletions
diff --git a/50/DEPENDENCIES/cholesky.sce b/50/DEPENDENCIES/cholesky.sce
new file mode 100755
index 000000000..b3911d495
--- /dev/null
+++ b/50/DEPENDENCIES/cholesky.sce
@@ -0,0 +1,16 @@
+function L=cholesky (A,n)
+    L=zeros(n,n);
+    for k=1:1:n
+        S=0;
+        P=0;
+        for j=1:1:k-1
+            S=S+(L(k,j)^2);
+            P=P+L(i,j)*L(k,j)
+        end
+        L(k,k)=sqrt(A(k,k)-S);
+        for i=k+1:1:n
+            L(i,k)=(A(i,k)-P)/L(k,k);
+        end
+    end
+
+endfunction
+\ No newline at end of file