Сергій Максименко

1. ### Cholesky decomposition

Cholesky decomposition of a square symmetric positive definite matrix A is a lower triangle matrix L with positive diagonal elements such that A = L L*.
2. ### LU decomposition

LU decomposition of a square non-singular matrix A is a tripple L, U, P of matrices of the same size such that PA = LU, where P is a permutation matrix, L is a lower-triangle matrix and U is an upper triangle matrix. This program does the same as the built-in MATLAB function lu.