If A∈Rp×pA \in \mathbb{R}^{p \times p}A∈Rp×p is positive definite, there exists a unique lower triangular matrix with positive diagonal entries L∈Rp×pL \in \mathbb{R}^{p \times p}L∈Rp×p s.t. A=LLTA=LL^TA=LLT pf)
