Very very good -- the Wikipedia:
https://en.wikipedia.org/wiki/Cholesky_decompositionGaussian elimination, OK, I take it that you have the LU decomposition?
The Wikipedia above:
"In linear algebra, the Cholesky decomposition or Cholesky
factorization is a decomposition of a Hermitian, positive-definite
matrix into the product of a lower triangular matrix and its conjugate
transpose, which is useful e.g. for efficient numerical solutions and
Monte Carlo simulations. It was discovered by André-Louis Cholesky for
real matrices. When it is applicable, the Cholesky decomposition is
roughly twice as efficient as the LU decomposition for solving systems
of linear equations."
yours, A. J. Y.
Helsinki, Finland, the E.U.