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Task/Cholesky-decomposition/Nim/cholesky-decomposition.nim

@@ -0,0 +1,28 @@
+import math, strutils
+
+proc cholesky[T](a: T): T =
+  for i in 0 .. < a[0].len:
+    for j in 0 .. i:
+      var s = 0.0
+      for k in 0 .. < j:
+        s += result[i][k] * result[j][k]
+      result[i][j] = if i == j: sqrt(a[i][i]-s)
+        else: (1.0 / result[j][j] * (a[i][j] - s))
+
+proc `$`(a): string =
+  result = ""
+  for b in a:
+    for c in b:
+      result.add c.formatFloat(ffDecimal, 5) & " "
+    result.add "\n"
+
+let m1 = [[25.0, 15.0, -5.0],
+          [15.0, 18.0,  0.0],
+          [-5.0,  0.0, 11.0]]
+echo cholesky(m1)
+
+let m2 = [[18.0, 22.0,  54.0,  42.0],
+          [22.0, 70.0,  86.0,  62.0],
+          [54.0, 86.0, 174.0, 134.0],
+          [42.0, 62.0, 134.0, 106.0]]
+echo cholesky(m2)