function [L,p,q] = lchol (A) %#ok %LCHOL sparse A=L*L' factorization. % Note that L*L' (LCHOL) and L*D*L' (LDLCHOL) factorizations are faster than % R'*R (CHOL2 and CHOL) and use less memory. The LL' and LDL' factorization % methods use tril(A). A must be sparse. % % Example: % L = lchol (A) same as L = chol (A')', just faster % [L,p] = lchol (A) save as [R,p] = chol(A') ; L=R', just faster % [L,p,q] = lchol (A) factorizes A(q,q) into L*L', where q is a % fill-reducing ordering % % See also CHOL2, LDLCHOL, CHOL. % Copyright 2006, Timothy A. Davis % http://www.cise.ufl.edu/research/sparse error ('lchol mexFunction not found') ;