

   PPeerrffoorrmm CChhoolleesskkii DDeeccoommppoossiittiioonn ooff aa PPoossiittiivvee DDeeffiinniittee SSyymm--
   mmeettrriicc MMaattrriixx

        Choleski(x)

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

          x: A real symmetric matrix

   DDeessccrriippttiioonn::

        Perform Choleski decomposition of a real positive-defi-
        nite symmetric Matrix (that was generated using
        `library(Matrix)').

   DDeettaaiillss::

        An error will result unless `A' is strictly positive
        definite.

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

        A lower triangular Matrix `L' such that `L %*% t(L) =
        A'.

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

        `chol'

   EExxaammpplleess::

        ### Not usable in R
        > library(Matrix)
        > A <- Matrix(c(6,3,3,4),2,2)
        > Choleski(A)
               [,1]   [,2]
        [1,] 2.4495 0.0000
        [2,] 1.2247 1.5811
        attr(, "class"):
        [1] "LowerTriangular" "Matrix"

