Matrix Decomposition by Aleksander

Positive definite correlation matrix based on spectral decomposition. Now both for .m, C and Mex (spectral decompositio..., cholesky decompositio..., correlation matrix)

SpectralDP(Correlation)

Fast Symmetric Matrix Inverse by Eric Blake

Uses LAPACK, Cholesky to invert real, positive definite, symmetric matrix. More efficient than inv. (cholesky decompositio..., covariance matrix, symmetric matrix inve...)

run_to_compile_and_test.m

Efficient Cholesky Decomposition of Symmetric Banded Matrix by Michael Akinwumi

Solves a linear system of equations where the coefficient matrix is symmetric and banded using. (cholesky decompositio..., symmetric banded matr..., banded matrix)

[L,C,B,x]=SymmetricBandedCholesky(A,q)