Prevent matlab from memory allocation when using chol -

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i want compute cholesky decomposition of 50000 50000 matrix. implemented as

a = chol(a, 'lower');

as can see, symmetric matrix a replaced cholesky factor. however, matlab briefly allocates twice amount of data needed store a.

on desktop system can set swap 32 gib. resolve out of memory error. on hpc cluster nodes offer 32gib of memory , 4gib of swap. in theory, sufficient, in practice unnecessary memory allocation performed matlab results out of memory error.

i know lapack routine dpstrf (also used matlab) not need allocate additional memory. question is: have reimplement code in c or fortran or there other solution?


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