改进的Cholesky分解解线性方程组（A=LDL‘）

function [x] = improved_cholesky(A, b)
    [n, ~] = size(A);
    v = zeros(n,1);
    % Improved cholesky factorization
    for j = 1:n
        for i = 1:j-1
            v(i) = A(j,i)*A(i,i);
        end
        A(j,j) = A(j,j) - A(j,1:j-1)*v(1:j-1);
        A(j+1:n,j) = (A(j+1:n,j) - A(j+1:n,1:j-1)*v(1:j-1))/A(j,j);
    end

    % Forward substitution for solving Ly=b
    y = b;
    for j=1:n-1
        y(j)=y(j)/A(j,j);
        y(j+1:n)=y(j+1:n)-y(j)*A(j+1:n,j);
    end
    y(n)=y(n)/A(n, n);

    % Backward substitution for solving DL'x=y
    x = y;
    L1 = tril(A, -1)' + eye(n);
    for l=1:n
        L1(l,: ) = L1(l,: )*A(l,l);
    end
    for j=n:-1:2
        x(j)=x(j)/L1(j,j);
        x(1:j-1)=x(1:j-1)-x(j)*L1(1:j-1,j);
    end
    x(1)=x(1)/L1(1, 1);
end