chol2symm: Cholesky Factor to Symmetric Matrix
In goldingn/greta: Simple and Scalable Statistical Modelling in R

Evaluate t(x) \%*\% x efficiently, where x is the (upper-triangular) Cholesky factor of a symmetric, positive definite square matrix. I.e. it is the inverse of chol.

1	chol2symm(x)

`x`	a square, upper triangular matrix representing the Cholesky factor of a symmetric, positive definite square matrix

# a symmetric, positive definite square matrix
y <- rWishart(1, 4, diag(3))[, , 1]
u <- chol(y)
identical(y, chol2symm(u))
identical(chol2symm(u), t(u) %*% u)
## Not run: 
u_greta <- cholesky_variable(3)
y_greta <- chol2symm(u)

## End(Not run)