Performs an incomplete Cholesky decomposition on a sparse matrix
[R] = sp_chol(M)
the real sparse matrix on which we will perform the Cholesky decomposition
the R sparse matrix from the Cholesky decomposition
Performs a Cholesky decomposition on a sparse matrix such that:
R'*R=M
At the end of the incomplete Cholesky decomposition, the R matrix will contain a number of non zeros elements which is less or equal to the number of non zeros elements in the M matrix.