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