The calls to
cholfact, in the case of
SparseMatrixCSC arguments, call the appropriate functions in SuiteSparse and return
CHOLMOD.Factor objects. These calls also support a named argument
shift, which adds
shift*I to the matrix to be factored. This is documented here.
However, I’ve always used SuiteSparse from MATLAB, and there one can use
LD = ldlchol (A,beta) to compute the Cholesky factorization of
A*A'+beta*I. This is convenient because one can perform such factorization (I guess) without the need of forming
Is there a way to do the same in Julia? Or am I missing something?