1. A process for computing a Cholesky decomposition of a positive definite matrix into a product of a lower and an upper triagonal matrix having a dimension of L in a multi-channel procedure, the process comprising the acts of: performing the computation in a parallel multi-processor system comprising a number P of processor modules; each processor module p computes the entries of a set R of rows of the lower triagonal matrix with R&equals;L/P, whereby a given row j is assigned to a processor module p such that j&equals;p&plus;(r−1) P with r&equals;1,...,R and p&equals;1,...,P; entries of the lower triagonal matrix are obtained by means of an iteration process over the columns i, with i&equals;1,...,L, whereby in each iteration step each processor module computes the entries of column i for its assigned rows R; and upon beginning an iteration step for computing the entries of column i with i&lE;L, the processor module to which the computation of row number i is assigned, stores its values of row i for access by the other processor modules.