Cholesky←{ ⍝ decomposition of a Hermitian positive-definite matrix. 1≥n←≢⍵:⍵*0.5 p←⌈n÷2 q←⌊n÷2 X←(p,p)↑⍵⊣Y←(p,-q)↑⍵⊣Z←(-q,q)↑⍵ L0←∇ X L1←∇ Z-(T←(+⍉Y)+.×⌹X)+.×Y ((p,n)↑L0)⍪(T+.×L0),L1 } code_colours test script Back to: notes Back to: Workspaces