cholesky 2.py

import pprint
import scipy
import scipy.linalg   # SciPy Linear Algebra Library

A = scipy.array([[6, 3, 4, 8], [3, 6, 5, 1], [4, 5, 10, 7], [8, 1, 7, 25]])
L = scipy.linalg.cholesky(A, lower=True)
U = scipy.linalg.cholesky(A, lower=False)

print "A:"
pprint.pprint(A)

print "L:"
pprint.pprint(L)

print "L.T:"
pprint.pprint(U)