Cholesky Factorization (Not in Base Package)

Performs Cholesky factorization for a real, positive definite matrix A. The output Cholesky matrix contains the factored, upper triangular matrix R. If the real, square matrix A is positive definite, you can factor it as

A=,

where R is an upper triangular matrix and is the transpose of R.

A must be a positive definite matrix. If A is not positive definite, the VI returns an error code.
Cholesky contains the factored, upper triangular matrix R.
error returns any error or warning condition from the VI.