Functions
LA_Cholesky_Decompose
LA_Cholesky_Decompose ( io Mat A )
Compute the Cholesky decomposition of a square positive-definite matrix.
Upon successful completion, A will store both the lower and upper
components of the decomposition
LA_Cholesky_Solve
LA_Cholesky_Solve ( in Mat C, io Vec x, in Vec b )
Solve the linear equation Ax=b where A has already been decomposed by
LA_Cholesky_Decompose as C
