Pure-Julia Sparse Cholesky

[user664303]

There seems to be a C++ implementation of unpivoted LDL here. Perhaps this could be translated into a pure Julia implementation.

Alternatively,

@MikaelSlevinsky

If you don’t care about stability*, just run lu without pivoting and extract the diagonal D from the diagonal of U. If it’s symmetric (and no pivoting is used), then U = DL'.