chol_tridiag.m

function [d,u]=chol_tridiag(e,f);
  % chol_tridiag is a function that takes 2 vectors as inputs and calculates 
  %the Cholseky factorization of a tridiagonal matrix
  % given e, the off-diagonal vector
  % and f, the diagonal vector
  % output = [d,u]
  % d is the diagonal of the Upper matrix
  % u isthe off-diagonal of the Upper matrix

 d = zeros(length(f),1);
 u = zeros(length(f)-1,1);
 d(1) = sqrt(f(1));
 u(1) = e(1)/d(1);
 l = 2;
 
 while l <= length(f)-1
     d(l) = sqrt(f(l)- (u(l-1))^2);
     u(l) = e(l)/d(l);
     l = l+1;
 end
 
 d(4) = sqrt(f(4)-(u(3))^2);

end