Decompose a matrix into the Cholesky
choleskymatrix decomposes the matrix m into the LU
decomposition, such that m == L
the matrix L
Other linear: detmatrix, gdls,
(A <- matrix(c(5, 1, 2, 1, 9, 3, 2, 3, 7), 3))
(L <- choleskymatrix(A))
t(L) %*% L
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