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

void cholsl(float **a, int n, float p[], float b[], float x[]) {
  int i, k;
  float sum;

  for (i=0; i<=n; i++) {
    for (sum=b[i], k=i-1; k>=1; k--) sum -= a[i][k]*x[k];
    x[i]=sum/p[i];
  }
  for (i=n;i>=1;i--) {
    for (sum=x[i], k=i+1; k<=n; k++) sum -= a[k][i]*x[k];
    x[i]=sum/p[i];
  }
}