cholesky

cholesky(obj, [lower=true])

obj is a symmetric positive definite matrix.

lower (optional) is a Boolean value indicating whether the result is a lower triangular matrix (true, default) or an upper triangular matrix (false).

Conduct Cholesky decomposition of a symmetric positive-definite matrix.

m=[1, 0, 1, 0, 2, 0, 1, 0, 3]$3:3
L=cholesky(m);
L;

L**transpose(L);

cholesky(m, false);