function L = chol_left (A) %CHOL_LEFT left-looking Cholesky factorization. % Example % L = chol_left (A) % See also: cs_demo % CXSparse, Copyright (c) 2006-2022, Timothy A. Davis. All Rights Reserved. % SPDX-License-Identifier: LGPL-2.1+ 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