--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/m-toolbox/classes/@ao/mchol.m	Wed Nov 23 19:22:13 2011 +0100
@@ -0,0 +1,41 @@
+% MCHOL.
+%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+%
+% DESCRIPTION: MCHOL
+%
+% CALL:
+%
+% VERSION:     $Id: mchol.m,v 1.3 2008/10/06 12:47:46 ingo Exp $
+%
+% HISTORY:     ??-??-???? ???
+%                 Creation
+%
+%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+
+function varargout = mchol(m)
+
+  leng = length(m);
+  for i=1:leng
+    dets(i) = det(m(1:i, 1:i));
+  end
+
+  sqdet = sqrt(dets);
+  if isreal('sqdet')==0
+    error('### matrix not positive definite')
+  end
+
+  if(isa(m,'sym'))
+    M = m;
+    n = length( M );
+    L = vpa(zeros( n, n ));
+    for i=1:n
+      L(i, i) = sqrt( M(i, i) - L(i, :)*L(i, :)' );
+      for j=(i + 1):n
+        L(j, i) = ( M(j, i) - L(i, :)*L(j, :)' )/L(i, i);
+      end
+    end
+    % L = solve('L');
+    varargout{1} = L;
+  end
+
+end