Cholesky Decomposition.

For a symmetric, positive definite matrix A, the Cholesky decomposition is an
lower triangular matrix L so that A = L*L'.

If the matrix is not symmetric or positive definite, the constructor returns
a partial decomposition and sets an internal flag that may be queried by the
isSPD() method.

Origin : JAMA http://math.nist.gov/javanumerics/jama/ placed in public domain.

Cholesky algorithm for symmetric and positive definite matrix.
param  Arg symmetric matrix.
Structure to access L and isspd flag.

Is the matrix symmetric and positive definite?
return  true if A is symmetric and positive definite.

Return triangular factor.
return  L

Solve A*X = B
param  B A Matrix with as many rows as A and any number of columns.
return  X so that L*L'*X = B
exception  IllegalArgumentException Matrix row dimensions must agree.
exception  RuntimeException Matrix is not symmetric positive definite.