##
CHOLDC

Given a positive-definite symmetric *
n*
by *
n*
array *
A*
, the
CHOLDC
procedure constructs its
Cholesky decomposition A = LL^{
T}
, where *
L*
is a lower triangular array and L^{
T}
is the transpose of *
L*
.

CHOLDC is based on the routine ```
choldc
```

described in section 2.9 of *
Numerical Recipes in C: The Art of Scientific Computing*
(Second Edition), published by Cambridge University Press, and is used by permission.

###
Calling Sequence

CHOLDC, *
A, P*

###
Arguments

####
A

An *
n*
by *
n*
array. On input, only the upper triangle of *
A*
need be given. On output, *
L*
is returned in the lower triangle of *
A*
, except for the diagonal elements, which are returned in the vector *
P*
.

####
P

An *
n*
-element vector containing the diagonal elements of *
L*
.

###
Keywords

####
DOUBLE

Set this keyword to force the computation to be done in double-precision arithmetic.

###
Example

See the description of CHOLSOL for an example using this function.