Cholesky decomposition

[Brian Gough]

Thanks. I will add that.

Thomas Walter writes:
 > 
 > Hello,
 > After checking out GSL I read the TODO of linalg.  Based on this I
 > submit a cholesky decomposition.  At least it passed my few tests I
 > did.
 > And it shows why I suggested some time ago a speedup in the functions
 > copying vectors and matrices.  If source and target are the same then
 > return at once.
 > 
 > The uuencoded gzip'ed file is at the end.  It is short, therefor I
 > hope it is correct to post it thru the list. Maybe there are some
 > comments from others.
 > 
 > Bye
 > Thomas
 >