File: chol_left.m

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function L = chol_left (A)
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