--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/liboctave/numeric/chol.h	Tue Feb 16 02:47:29 2016 -0500
@@ -0,0 +1,101 @@
+/*
+
+Copyright (C) 1994-2015 John W. Eaton
+Copyright (C) 2008-2009 Jaroslav Hajek
+
+This file is part of Octave.
+
+Octave is free software; you can redistribute it and/or modify it
+under the terms of the GNU General Public License as published by the
+Free Software Foundation; either version 3 of the License, or (at your
+option) any later version.
+
+Octave is distributed in the hope that it will be useful, but WITHOUT
+ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
+FITNESS FOR A PARTICULAR PURPOSE.  See the GNU General Public License
+for more details.
+
+You should have received a copy of the GNU General Public License
+along with Octave; see the file COPYING.  If not, see
+<http://www.gnu.org/licenses/>.
+
+*/
+
+#if ! defined (octave_chol_h)
+#define octave_chol_h 1
+
+#include "octave-config.h"
+
+template <typename T>
+class
+chol
+{
+public:
+
+  typedef typename T::column_vector_type VT;
+  typedef typename T::real_elt_type COND_T;
+
+  chol (void) : chol_mat (), xrcond (0) { }
+
+  chol (const T& a, bool upper = true, bool calc_cond = false)
+    : chol_mat (), xrcond (0)
+  {
+    init (a, upper, calc_cond);
+  }
+
+  chol (const T& a, octave_idx_type& info, bool upper = true,
+        bool calc_cond = false)
+    : chol_mat (), xrcond (0)
+  {
+    info = init (a, upper, calc_cond);
+  }
+
+  chol (const chol& a)
+    : chol_mat (a.chol_mat), xrcond (a.xrcond) { }
+
+  chol& operator = (const chol& a)
+  {
+    if (this != &a)
+      {
+        chol_mat = a.chol_mat;
+        xrcond = a.xrcond;
+      }
+
+    return *this;
+  }
+
+  T chol_matrix (void) const { return chol_mat; }
+
+  COND_T rcond (void) const { return xrcond; }
+
+  // Compute the inverse of a matrix using the Cholesky factorization.
+  T inverse (void) const;
+
+  void set (const T& R);
+
+  void update (const VT& u);
+
+  octave_idx_type downdate (const VT& u);
+
+  octave_idx_type insert_sym (const VT& u, octave_idx_type j);
+
+  void delete_sym (octave_idx_type j);
+
+  void shift_sym (octave_idx_type i, octave_idx_type j);
+
+private:
+
+  T chol_mat;
+
+  COND_T xrcond;
+
+  bool is_upper;
+
+  octave_idx_type init (const T& a, bool upper, bool calc_cond);
+};
+
+template <typename T>
+T
+chol2inv (const T& r);
+
+#endif