source: CIVL/mods/dev.civl.com/examples/compare/CholeskyDecomposition/choldc.c@ cb4d4f4

#include <math.h>

void choldc(float **a, int n, float p[])
{
  void nrerror(char error_text[]);
  int i, j, k;
  float sum;

  for (i=0; i<=n; i++) {
    for (j=i; j<=n; j++ ) {
      for (sum=a[i][j], k=i-1; k>=1; k--) sum -= a[i][k]*a[j][k];
      if (i == j) {
        if (sum <= 0.0)
          nrerror("choldc failed");
        p[i] = sqrt(sum);
      } else a[j][i]=sum/p[i];
    }
  }
}