CholeskyDecomp

Declaration:	TMatrix.CholeskyDecomp (var MatL: TMatrix): boolean;
The method CholeskyDecomp decomposes the positive definite symmetric matrix MatL into its Cholesky decomposition. The resulting Cholesky factor is returned in the lower triangle matrix of MatL. The function returns TRUE if the Cholesky decomposition has been calculated successfully, otherwise the matrix on input was not positive definite.