The code uses cholincto perform an incomplete Cholesky factorization. MathWorks recommends that you use ichol instead. The ichol function uses less memory, executes much faster, and provides more features than cholinc.

Use ichol instead of cholinc.

Suppose your original code creates a preconditioner, R, for use with pcg, as follows:

R = cholinc(A, '0');
x = pcg(A, b, tol, maxit, R', R);

For better performance, and to maintain the shape of R, replace the original code with this:

R = ichol(A, struct('shape', 'upper'));
x = pcg(A, b, tol, maxit, R', R);

For best performance and memory usage, replace the original code with the following. However, note that ichol, by default, generates lower triangular factors.

L = ichol(A);
x = pcg(A, b, tol, maxit, L, L');