function L = chol_left2 (A) %CHOL_LEFT2 left-looking Cholesky factorization, more details. % Example % L = chol_left2 (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 = sparse (n,n) ; a = sparse (n,1) ; for k = 1:n a (k:n) = A (k:n,k) ; for j = find (L (k,:)) a (k:n) = a (k:n) - L (k:n,j) * L (k,j) ; end L (k,k) = sqrt (a (k)) ; L (k+1:n,k) = a (k+1:n) / L (k,k) ; end