cholesky.92f computes Choleski decomposition of a symmetric positive
definite matrix.


Choleski Decomposition decomposes a symmetric positive definite real matrix,
A into a lower triangular matrix L, such that A = L*transpose(L).  Note that
a matrix is positive definite if and only if, transpose(x)*A*x > 0, for any
real non-zero vector x.  If the matrix does not satisfy the positive
definite requirement, undef, will be returned as the result.  An reference
for this algorithm is: Fundamentals of Matrix Computations, by David S.
Watkins, Section 1.5.  The algorithm is based on the "outer-product"
formulation.

