%CHOL Cholesky factorization.
% CHOL(X) uses only the diagonal and upper triangle of X.
% The lower triangular is assumed to be the (complex conjugate)
% transpose of the upper. If X is positive definite, then
% R = CHOL(X) produces an upper triangular R so that R'*R = X.
% If X is not positive definite, an error message is printed.
%
% With two output arguments, [R,p] = CHOL(X) never produces an
% error message. If X is positive definite, then p is 0 and R
% is the same as above. But if X is not positive definite, then
% p is a positive integer and R is an upper triangular matrix of
% order q = p-1 so that R'*R = X(1:q,1:q).
% Copyright (c) 1984-94 by The MathWorks, Inc.
% Built-in function.