(* Linear Algebra: Theory and Applications *)
(* Ward Cheney & David Kincaid *)
(* JBPub.com (c) 2008  *)
(* File: exp8210.mat *)
(* Example 8.2.10      *)

<<LinearAlgebra`Cholesky`
A = {{4,-1,-1,0},{-1,4,0,-1},{-1,0,4,-1},{0,-1,-1,4}}
L = CholeskyDecomposition[A];
MatrixForm[L.Transpose[L]]