1function L = chol_left (A)
2%CHOL_LEFT left-looking Cholesky factorization.
3% Example
4%   L = chol_left (A)
5% See also: cs_demo
6
7% Copyright 2006-2012, Timothy A. Davis, http://www.suitesparse.com
8
9n = size (A,1) ;
10L = zeros (n) ;
11for k = 1:n
12    L (k,k) = sqrt (A (k,k) - L (k,1:k-1) * L (k,1:k-1)') ;
13    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) ;
14end
15