Cholesky decomposition of positive definite matrices

 pascal(N) is the Pascal matrix of order N: a symmetric positive definite matrix with integer entries, made up from Pascal's triangle.  Its inverse has integer entries.

Generate a pascal matrix:

>> A = pascal(5)

A =

     1     1     1     1     1
     1     2     3     4     5
     1     3     6    10    15
     1     4    10    20    35
     1     5    15    35    70

(Ref: wikipedia)
In linear algebra, the Cholesky decomposition or Cholesky factorization is a decomposition of a Hermitian, positive-definite matrix into the product of a lower triangular matrix and its conjugate transpose, useful for efficient numerical solutions and Monte Carlo simulations. It was discovered by André-Louis Cholesky for real matrices. When it is applicable, the Cholesky decomposition is roughly twice as efficient as the LU decomposition for solving systems of linear equations.

>> R = chol(A)

R =

     1     1     1     1     1
     0     1     2     3     4
     0     0     1     3     6
     0     0     0     1     4
     0     0     0     0     1

Recover the matrix from its Cholesky decomposition and its transpose.

>> A1 = R' * R

A1 =

     1     1     1     1     1
     1     2     3     4     5
     1     3     6    10    15
     1     4    10    20    35
     1     5    15    35    70