>> A= randi(9, 4, 4) A = 8 6 9 9 9 1 9 5 2 3 2 8 9 5 9 2 >> chol(A) Error using chol Matrix must be positive definite. >> B= A+ diag(27*ones(4,1)) B = 35 6 9 9 9 28 9 5 2 3 29 8 9 5 9 29 >> R=chol(B); >> R R = 5.9161 1.0142 1.5213 1.5213 0 5.1934 1.4359 0.6657 0 0 4.9623 0.9532 0 0 0 5.0333 >> R'*R ans = 35.0000 6.0000 9.0000 9.0000 6.0000 28.0000 9.0000 5.0000 9.0000 9.0000 29.0000 8.0000 9.0000 5.0000 8.0000 29.0000 >> R=chol(B, 'lower') R = 5.9161 0 0 0 1.5213 5.0681 0 0 0.3381 0.4905 5.3521 0 1.5213 0.5299 1.5369 4.9033