mrfarhadir

%Cholesky matrix decompression
function [retval] = Cholesky (A)
n = length( A );
L = zeros( n, n );
for i=1:n
   L(i, i) = sqrt(A(i, i) - L(i, :)*L(i, :)');
   for j=(i + 1):n
      L(j, i) = (A(j, i) - L(i,:)*L(j ,:)')/L(i, i);
   end
end

mrfarhadir

function [eigValue,eigVector] = EigPowerMethod (A, epsilon)
[m,n]=size(A);
if (m != n) 
  disp("Matrix Should Be Square");
else
  u = [];
  t = 0;
  r = ones(m);
  u = [u transpose(r(1,:))];
  i = 2;