cholesky decomposition
for (i = 0; i < dimensionSize; i++) { for (j = 0; j < (i + 1); j++) { float sum = 0; for (k = 0; k < j; k++) sum += L[i][k] * L[j][k]; if (i == j) L[i][j] = sqrt(A[i][i] - sum); else L[i][j] = (1.0 / L[j][j] * (A[i][j] - sum)); } }
cholesky decomposition
for (j = 0; j < dimensionSize; j++) { float sum = 0; for (k = 0; k < j; k++) { sum += L[j][k] * L[j][k]; } L[j][j] = sqrt(A[j][j] - sum); for (i = j + 1; i < dimensionSize; i++) { sum = 0; for (k = 0; k < j; k++) { sum += L[i][k] * L[j][k]; } L[i][j] = (1.0 / L[j][j] * (A[i][j] - sum)); } }
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