— Loadable Function: l = splchol (a)
— Loadable Function: [l, p] = splchol (a)
— Loadable Function: [l, p, q] = splchol (a)

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

          l * l' = a.
     

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

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

          r * r' = a (q, q).
     

Note that splchol factorizations is faster and use less memory than spchol. splchol(a) is equivalent to spchol(a)'.

See also: spcholinv, spchol2inv, splchol.