这段代码展示了如何使用C语言实现Cholesky分解。它遵循FA Graybill在1976年的《线性模型的理论与应用》中描述的方法。函数接受一个对称正定矩阵，对其进行Cholesky分解，生成上三角矩阵C，并提供了一个选项来同时计算矩阵的增广部分与C^-t的乘积。如果输入矩阵不是正定的，函数将返回错误信息。
/* file: cholesky.c */
/* Take the cholesky decomposition in the manner described in FA Graybill
(1976).
*/
#include <math.h>
#include <stdio.h>
#include <stdlib.h>
int cholesky(double **orig, int n, double **aug, int mcol,double **chol, double **cholaug, int ofs)
/*
Do the augmented cholesky decomposition as described in FA Graybill
(1976) Theory and Application of the Linear Model. The original matrix
must be symmetric positive definite. The augmentation matrix, or
series of column vectors, are multiplied by C^-t, where C is the
upper triangular cholesky matrix, ie C^t * C = M and M is the original
/* Take the cholesky decomposition in the manner described in FA Graybill
(1976).
*/
#include <math.h>
#include <stdio.h>
#include <stdlib.h>
int cholesky(double **orig, int n, double **aug, int mcol,double **chol, double **cholaug, int ofs)
/*
Do the augmented cholesky decomposition as described in FA Graybill
(1976) Theory and Application of the Linear Model. The original matrix
must be symmetric positive definite. The augmentation matrix, or
series of column vectors, are multiplied by C^-t, where C is the
upper triangular cholesky matrix, ie C^t * C = M and M is the original
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