code: function cholesky(A) {
      if (A.shape.length !== 2) {
          throw new Error('A is not a matrix');
      }
      if (A.shape[0] !== A.shape[1]) {
          throw new Error('Input is not square matrix');
      }
      var copyA = A.clone();
      copyA.swapOrder();
      lapack.potrf(copyA.data, copyA.shape[0]);
      copyA.swapOrder();
      return tril(copyA);
  }
docs: Perform Cholesky decomposition on given Matrix