Write a code implementing the cholesky decomposition

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Reference no: EM131263591

The Cholesky algorithm given on page 116 has all those wretched loops as in the Gaussian elimination algorithm in its simplest form. In view of Section 5.4 and the program ainvb we should be able to achieve also the Cholesky decomposition effect more efficiently. Write a code implementing the Cholesky decomposition with only one loop (on k), utilizing outer products.

Reference no: EM131263591

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