File: chol_super.m

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function L = chol_super (A,s)
n = size (A) ;
L = zeros (n) ;
ss = cumsum ([1 s]) ;
for j = 1:length (s)
    k1 = ss (j) ;
    k2 = ss (j+1) ;
    k = k1:(k2-1) ;
    L (k,k) = chol (A (k,k) - L (k,1:k1-1) * L (k,1:k1-1)')' ;
    L (k2:n,k) = (A (k2:n,k) - L (k2:n,1:k1-1) * L (k,1:k1-1)') / L (k,k)' ;
end