[Numpy-discussion] Should cholesky return upper or lower triangular matrix?

[Keith Goodman]

Isn't the Cholesky decomposition by convention an upper triangular
matrix? I noticed, by porting Octave code, that linalg.cholesky
returns the lower triangular matrix.

References:

http://mathworld.wolfram.com/CholeskyDecomposition.html
http://www.mathworks.com/access/helpdesk/help/techdoc/ref/chol.html