File: chol_up.m

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function L = chol_up (A)
n = size (A) ;
L = zeros (n) ;
for k = 1:n
    L (k,1:k-1) = (L (1:k-1,1:k-1) \ A (1:k-1,k))' ;
    L (k,k) = sqrt (A (k,k) - L (k,1:k-1) * L (k,1:k-1)') ;
end