chol
Cholesky decomposition of a symmetric positive definite matrix.
b=chol(a)
Inputs
a A symmetric positive definite matrix.
Outputs
b An upper triangular matrix.


Description
The output satisfies
    a=b'*b.



Example
>>a=[3 2 2;5 6 8;9 10 11]
>>// Construct a symmetric positive definite matrix
>>b=a*a'
>>b
         17         43         69
         43        125        193
         69        193        302

>>r=chol(b)
>>r
    4.1231   10.4290   16.7350
         0    4.0293    4.5841
         0         0    0.9631

>>r'*r
         17         43         69
         43        125        193
         69        193        302