A SHORT NOTE ON THE APPLICATION OF CHOLESKY MATRIX FACTORISATION USING MATLAB
ALI ÜMIT KESKIN, İmran Göker · DergiPark (Istanbul University) · 2012
One must first make sure that a given matrix subject to factorization is symmetric, and then use it in Cholesky algorithm, in MATLAB.This may cost machine time to check for symmetry, however, saves much more of it by preventing errors due to inherent structure of the built-in algorithm.