ROOT( matrix ) ;
The ROOT function performs the Cholesky decomposition of a symmetric and positive definite matrix, . The Cholesky decomposition factors into the product where is upper triangular.
For example, the following statements compute the upper-triangular matrix, U, in the Cholesky decomposition of a matrix:
A = {25 0 5,
0 4 6,
5 6 59};
U = root(A);
print U;