scipy.linalg.cho_factor(a, lower=False, overwrite_a=False, check_finite=True)
Compute the Cholesky decomposition of a matrix, to use in cho_solve
Returns a matrix containing the Cholesky decomposition, A = L L* or A = U* U of a Hermitian positive-definite matrix a. The return value can be directly used as the first parameter to cho_solve.
