Cholesky Decomposition is faster.

t1 = zeros(3,10); t2 = zeros(3,10); k=0; for N = 100:100:100+2*100

  k=k+1
  j=0;
  for N2 = 500:100:500+9*100
      j=j+1
      A=rand(N,N);
      A = A*A'+eye(N)*5;
      B = eye(N);
      c = rand(N,1);
      tmp=toc;for i=1:N2;solve_chol(A,B);solve_chol(A,c);end;t1(k,j)=toc-tmp;
      tmp=toc;for i=1:N2;L=chol(A,'lower');L'\(L\B);L'\(L\c);end;t2(k,j)=toc-tmp;
  end

end surf(t1) hold all surf(t2)