

   TThhee CChhoolleesskkii DDeeccoommppoossiittiioonn

        chol(x)

   AArrgguummeennttss::

          x: a symmetric positive-definite matrix.

   VVaalluuee::

        This function computes the Choleski factorization of
        its argument.  It returns the upper triangular factor
        of the decomposition as its value.

   RReeffeerreenncceess::

        Dongarra, J. J., J. R. Bunch, C. B. Moler and G. W.
        Stewart (1978).  LINPACK Users Guide.  Philadelphia:
        SIAM Publications.

   SSeeee AAllssoo::

        `backsolve', `qr', `svd'.

