function [A,iflag] = mychol( A )%% Usage:%        [A,iflag] = mychol( A )%% Given a symmetric N by N matrix A, CHOL attempts% to compute the Cholesky decomposition of A.% (Inner product form.)% %% input:%        A:     The N by N matrix A.%               Only the lower triangular part of A%               is used.%% output:%        A:     The upper triangular part of A%               contains the Cholesky factor R.%               The strict lower triangular part of A is unchanged.%%        iflag: error flag%               iflag = 0  Cholesky decomposition could be computed%                          and is stored in the upper triangular%                          part of A.%               iflag = 1  A is not squared%               iflag > 1  Negative entry observed in step iflag-1.%                          Matrix A is not positive definite.%%% Matthias Heinkenschloss% Jan 30, 2007iflag = 0;% get size of A and check dimensions[m,n]    = size(A);if ( m ~= n )   iflag = 1;   returnend% Start Cholesky decomposition% first stepif( A(1,1) <= 0 )    iflag = 2;    returnend% Step 1A(1,1)   = sqrt(A(1,1));A(1,2:n) =  A(1,2:n) / A(1,1);% Steps 2 to nfor i = 2:n    t = A(i,i) - A(1:i-1,i)'*A(1:i-1,i);    if( t <= 0 )        iflag = i;        return    end    A(i,i) = sqrt(t);      for j = i+1:n        A(i,j) = ( A(i,j) - A(1:i-1,i)'*A(1:i-1,j) ) / A(i,i);    endend    %end of mychol