— Loadable Function: r = spchol (a)
— Loadable Function: [r, p] = spchol (a)
— Loadable Function: [r, p, q] = spchol (a)

Compute the Cholesky factor, r, of the symmetric positive definite sparse matrix a, where

          r' * r = a.
     

If called with 2 or more outputs p is the 0 when r is positive definite and p is a positive integer otherwise.

If called with 3 outputs then a sparsity preserving row/column permutation is applied to a prior to the factorization. That is r is the factorization of a(q,q) such that

          r' * r = q * a * q'.
     

Note that splchol factorizations is faster and use less memory.

See also: spcholinv, spchol2inv, splchol.