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