Cholesky decomposition states that every real positive-definite symmetric matrix is a product of a lower-triangular matrix and its transpose,
chOLEskY DECOmposiTion staTes That every rEal pOsiTivE-dEfinite symmEtrIc mATrIx is a ProDUCt oF a lower-triAnGulAr mAtrIx anD its transpOsE,