Cholesky Decomposition

https://en.wikipedia.org/wiki/Cholesky_decomposition

Positive Definite Matrix can be decomposed as \(A = L L ^T\) . This decomposition is called cholesky decomposition.

• A matrix is Positive Definite iff it is regular with positive pivots. Regular => Gaussian elimination can be done by applying only type 1 elementary row operations (i.e. no row swapping, and no scaling of rows)