function L = chol_right (A) %CHOL_RIGHT right-looking Cholesky factorization. % Example % L = chol_right (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) ; 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