function L = chol_left (A) %CHOL_LEFT left-looking Cholesky factorization. % Example % L = chol_left (A) % See also: cs_demo % Copyright 2006-2007, Timothy A. Davis. % http://www.cise.ufl.edu/research/sparse n = size (A,1) ; L = zeros (n) ; for k = 1:n L (k,k) = sqrt (A (k,k) - L (k,1:k-1) * L (k,1:k-1)') ; L (k+1:n,k) = (A (k+1:n,k) - L (k+1:n,1:k-1) * L (k,1:k-1)') / L (k,k) ; end