The computational speed of interior point method of linear programming depends on the speed of Cholesky factorization. If the coefficient matrix A has dense columns then the matrix A.THETA. $A^{T}$ becomes a dense matrix. This causes Cholesky factorization to be slow. We study an efficient implementation method of the dense column splitting among dense column resolving technique and analyze the relation between dense column splitting and order methods to improve the sparsity of Cholesky factoror