# llt

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

Cholesky decomposition of the symmetric positive definite matrix $S$.

• S: The symmetric positive definite matrix $S$.

Returns: an object representing the symmetric positive definite matrix $S$ in its decomposed form.

This differs from chol in that chol returns the lower-triangular Cholesky factor, while this returns the original matrix, but decomposed.