.BG
.VE $Header: /usr3/s/current/s/.help/RCS/chol,v 1.2 83/12/30 19:25:18 rab Exp $
.FN chol
.TL
chol: Triangular Decomposition of Symmetric Matrix
.CS
chol(x)
.PP
.AG x
symmetric, positive definite matrix (e.g., correlation
matrix or cross-product matrix).
.RT
upper-triangular matrix, `y', such that `t(y) %* y' equals `x'.
.KW linear algebra
.KW array*
.KW algebra
.WR
