cholesky(a)
Returns matrix R such that a = RtR. Matrix a must be symmetric and positive definite.
See also lugetL lugetU echelon qrgetQ qrgetR
Example
a = ( 38, 28, 6 ; 28, 86, 14 ; 6, 14, 4 )
38 28 6
28 86 14
6 14 4
cholesky(a)
6.1644 4.5422 0.9733
0 8.0851 1.1848
0 0 1.2841