File: chol_right.m

package info (click to toggle)
suitesparse 1%3A7.11.0%2Bdfsg-2
  • links: PTS, VCS
  • area: main
  • in suites: forky, sid
  • size: 258,172 kB
  • sloc: ansic: 1,153,566; cpp: 48,145; makefile: 4,997; fortran: 2,087; java: 1,826; sh: 1,113; ruby: 725; python: 676; asm: 371; sed: 166; awk: 44
file content (16 lines) | stat: -rw-r--r-- 435 bytes parent folder | download | duplicates (2)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
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