File: chol_left2.m

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ufsparse 1.2-7
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function L = chol_left (A)
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