MATLAB Function Reference Volume 1: A - E - Bad Request

cholinc
For hilb(20), the Cholesky factorization failed in the computation of row 14
because of a numerically zero pivot. You can use the Cholesky-Infinity
factorization to avoid this error. When a zero pivot is encountered, cholinc
places an Inf on the main diagonal, zeros out the rest of the row, and continues
with the computation:
Rinf = cholinc(H20,'inf');
In this case, all subsequent pivots are also too small, so the remainder of the
upper triangular factor is:
full(Rinf(14:end,14:end))
ans =
Inf 0 0 0 0 0 0
0 Inf 0 0 0 0 0
0 0 Inf 0 0 0 0
0 0 0 Inf 0 0 0
0 0 0 0 Inf 0 0
0 0 0 0 0 Inf 0
0 0 0 0 0 0 Inf
Limitations cholinc works on square sparse matrices only. For cholinc(X,'0') and
cholinc(X,'inf'), X must be real.
Algorithm R = cholinc(X,droptol) is obtained from [L,U] = luinc(X,options), where
options.droptol = droptol and options.thresh = 0. The rows of the
uppertriangular U are scaled by the square root of the diagonal in that row, and
this scaled factor becomes R.
R = cholinc(X,options) is produced in a similar manner, except the rdiag
option translates into the udiag option and the milu option takes the value of
the michol option.
R = cholinc(X,'0') is based on the “KJI” variant of the Cholesky
factorization. Updates are made only to positions which are nonzero in the
upper triangle of X.
R = cholinc(X,'inf') is based on the algorithm in Zhang [2].
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