Name
sp_lu — Performs a Cholesky decomposition on a sparse matrix
Calling Sequence
[R] = sp_chol(M)
Parameters
- M
- the real sparse matrix on which we will perform the
          Cholesky decomposition 
- R
- the R sparse matrix from the Cholesky decomposition  
Description
Performs a Cholesky decomposition on a sparse matrix such
    that:
R'*R=M