sp_lu

Performs a Cholesky decomposition on a sparse matrix

# Calling Sequence

    [R] = sp_chol(M)

## Parameters

M

- the real sparse matrix on which we will perform the Cholesky decomposition

R

- the R sparse matrix from the Cholesky decomposition

## Description

Performs a Cholesky decomposition on a sparse matrix such that:

R'*R=M

## Example

## See Also

- sp_luinc
- sp_lu
- sp_cholinc
- sp_cgs
- sp_cgne
- sp_gmres
- sp_mgcr
- sp_chsolve
- sp_lusolve

## Authors

- Yann COLLETTE