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

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