1. A method for determining a Cholesky factor for an N by N matrix, the method comprising: providing an array of at most N sector processing elements; receiving elements of successive diagonals of the N by N matrix by the processing elements of the array; and using each sector processing element to determine elements of a corresponding diagonal of the Cholesky factor and performing forward and backward substitution where the N by N matrix has a bandwidth P and P is less than N, wherein the array of processing elements is provided with only P processing elements.