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