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yibaohu-outlook / cholesky_d.f
Created September 1, 2021 12:14 — forked from t-nissie/cholesky_d.f
Cholesky decomposition written in Fortran
! cholesky_d.f -*-f90-*-
! Using Cholesky decomposition, cholesky_d.f solve a linear equation Ax=b,
! where A is a n by n positive definite real symmetric matrix, x and b are
! real*8 vectors length n.
!
! Time-stamp: <2015-06-25 18:05:47 takeshi>
! Author: Takeshi NISHIMATSU
! Licence: GPLv3
!
! [1] A = G tG, where G is a lower triangular matrix and tG is transpose of G.