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schol

PURPOSE ^

SCHOL Cholesky factorization for positive semidefinite matrices

SYNOPSIS ^

function [L,def] = schol(A)

DESCRIPTION ^

SCHOL  Cholesky factorization for positive semidefinite matrices

 Syntax:
   [L,def] = schol(A)

 In:
   A - Symmetric pos.semi.def matrix to be factorized

 Out:
   L   - Lower triangular matrix such that A=L*L' if def>=0.
   def - Value 1,0,-1 denoting that A was positive definite,
         positive semidefinite or negative definite, respectively.

 Description:
   Compute lower triangular Cholesky factor L of symmetric positive
   semidefinite matrix A such that

     A = L*L'

 See also
   CHOL

CROSS-REFERENCE INFORMATION ^

This function calls: This function is called by:
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