chol:

Syntax:	chol( A )

Description:

	Chol computes the Cholesky factorization of the input matrix.
	The input matrix must be real symmetric positive definite, or
	complex Hermitian positive definite.  chol() produces an upper
	triangular matrix [U], such that U' * U and A (the input) are
	equal.

	chol() use the LAPACK subroutine DPOTRF and ZPOTRF.
