cholesky

function cholesky(S:LLT) -> Real[_,_]

Cholesky factor of a matrix, $X = LL^{\top}$.

Returns: the lower-triangular factor $L$.

function cholesky(X:Real[_,_]) -> Real[_,_]

Cholesky factor of a matrix, $X = LL^{\top}$.

Returns: the lower-triangular factor $L$.