function L = chol_up (A) %CHOL_UP up-looking Cholesky factorization. % Example: % L = chol_up (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,1:k-1) = (L (1:k-1,1:k-1) \ A (1:k-1,k))' ; L (k,k) = sqrt (A (k,k) - L (k,1:k-1) * L (k,1:k-1)') ; end