cholesky.hhs

function cholesky(inputMatrix:Mat) {
  L: Mat;
  if(inputMatrix.rows !== inputMatrix.cols || inputMatrix.rows == 0 || inputMatrix.cols == 0) {
    throw new Error('Wrong dimension for'+inputMatrix);
  }

  if(!inputMatrix.equals(inputMatrix.transpose())) {
    throw new Error('Matrix is not symmetric:'+inputMatrix)
  }

  /*if (!isSymmetric(inputMatrix)) { throw new Error('Not symmetric')} */

    //dimension n
    const n = inputMatrix.rows;

    //matrix L
    const L = new Mat().zeros(n, n);

    //iteration
    for (let i = 0; i < n; i++) {
      for (let k = 0; k < i + 1; k++) {
        let sum = 0;
        for (let j = 0; j < k; j++) {
          sum += L.val[i][j] * L.val[k][j];
        }

        if (i === k) {
          L.val[i][k] = Math.sqrt(inputMatrix.val[i][i] - sum);
        } else {
          L.val[i][k] = (1.0 / L.val[k][k]) * (inputMatrix.val[i][k] - sum);
        }
      }
    }

    return L;
}