Re: chol2inv for Octave?

[Dmitri A. Sergatskov]

This might be slightly off-topic.

Tim Davis - the guy who wrote most of the UMFPACK, has also written

<<<<
LDL V1.1:

      LDL is a set of concise routines for factorizing symmetric positive-definite sparse matrices, with some applicability to symmetric indefinite matrices. Its primary 
purpose is to illustrate much of the basic theory of sparse matrix algorithms in as concise a code as possible, including an elegant new method of sparse symmetric 
factorization that computes the factorization row-by-row but stores it column-by-column. The entire symbolic and numeric factorization consists of a total of only 49 lines 
of code. The package is written in C, and includes a MATLAB interface.

>>>>


http://www.cise.ufl.edu/research/sparse/ldl/


Just FYI

Dmitri.
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