spChol ============================================== Purpose ---------------- Computes the :math:`LL^{T}` decomposition of a sparse matrix *A*. Format ---------------- .. function:: L = spChol(a) :param a: symmetric, positive definite sparse matrix. :type a: NxN sparse matrix :return L: lower-triangular sparse matrix :rtype L: NxN sparse matrix Examples ---------------- :: sparse matrix A; sparse matrix L; // Create a small, simple positive-definite matrix x = { 9.53984224e+001 -5.84272701e+000 1.99970335e+001, -5.84272701e+000 1.09765831e+002 2.52038945e+000, 1.99970335e+001 2.52038945e+000 4.71834812e+000 }; // Create the sparse matrix A from x, keeping all elements A = denseToSp(x, 0); // Create matrix factorization L = spChol(A); Technical Notes ---------------- :func:`spChol` implements functions from the TAUCS library: TAUCS Version 2.2. Copyright ©2001, 2002, 2003 by Sivan Toledo, Tel-Aviv University, stoledo@tau.ac.il. All Rights Reserved. .. seealso:: Functions :func:`spLDL`, :func:`spLU`