Cholesky decomposition

Cholesky.tq

let cholesky zero √ conj a =
  let get = Matrix.get in
  let set = Matrix.set in
  let n = Matrix.checkSquare a in
  let l = Matrix.zero n n in
  let () =
    for 0 1 (n-1) () [(), j ->
      for j 1 (n-1) () [(), i ->
        let psum =
          for 0 1 (j-1) 0 [psum, k ->
            psum + get l (i, k) * conj(get l (j, k)) ] in
        if i=j then
          √(get a (i, j) - psum) @ set l (i, i)
        else
          (get a (i, j) - psum) / get l (j, j) @ set l (i, j) ] ] in
  l