Cholesky decomposition

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Suppose S is symmetric and positive definite. Then there exists a unique lower triangular matrix L such that L * L.t() = S. To calculate this use 

    SymmetricMatrix S;
    ......
    LowerTriangularMatrix L = Cholesky(S);
If S is a symmetric band matrix then L is a band matrix and an alternative procedure is provied for carrying out the decomposition: 
    SymmetricBandMatrix S;
    ......
    LowerBandMatrix L = Cholesky(S);