The Cholesky Decomposition

cholesky(input: any[] | Mat) : any[]

param input - The matrix to decompose using the cholesky method. Needs to be symmetric (hermitian) and positive definite (if the number z^TMz > 0 for every non-zero column vector z for M=input, but that's not what we're concerned with).

returns: any[] - The matrix L from the decomposition L*L^T = input

This function decomposes a positive definite, symmetric (hermitian) matrix using the cholesky method. It returns the L part of the decomposition, L*L^T = A where A would be the input. If the input is not positive definite you will have a exception thrown.