asa006_test/b> is a MATLAB program which calls asa006 to compute the Cholesky factor of a positive definite symmetric matrix.
The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.
asa006, a MATLAB library which computes the Cholesky factorization of a symmetric positive definite matrix, by Michael Healy. This is a version of Applied Statistics Algorithm 6;