These routines compute the Cholesky factorization of a symmetric positive definite matrix A. The factorization has the form:
- A = U**T * U if UPLO = Upper
- A = L * L**T if UPLO = Lower where U is an upper triangular, and L is a lower triangular matrix. Optional argument LDA is the leading dimension of array A. The return value is the factor U or Lfrom the Cholesky factorization, depending on the value of argument UPLO.