public static void cholesky(Matrix A) {

        if (!checkMatrixIsSymmetric(A, 0.01)) {
            throw new RuntimeException("Matrix is not symmetric");
        }

        int N = A.getColumnDimension();
        Matrix L = new Matrix(N, N);

        for (int i = 0; i < N; i++) {
            for (int j = 0; j <= i; j++) {
                double sum = 0.0;
                for (int k = 0; k < j; k++) {
                    sum += L.get(i, k) * L.get(j, k);
                }
                if (i == j)
                    L.set(i, i, Math.sqrt(A.get(i, i) - sum));
                else L.set(i,j,(1.0 / L.get(j,j) * (A.get(i,j)) - sum));
            }
            if (L.get(i,i) <= 0) {
                throw new RuntimeException("Matrix not positive definite");
            }
        }
        L.print(6,5);
    }