GURLS_EXPORT void cholesky(const gMat2D<float>& A, gMat2D<float>& L, bool upper){
typedef float T;
L = A;
int LDA = A.rows();
int n = A.cols();
char UPLO = upper? 'U' : 'L';
int info;
spotrf_(&UPLO,&n, L.getData(),&LDA,&info);
// This is required because we adopted a column major order to store the
// data into matrices
gMat2D<T> tmp(L.rows(), L.cols());
if (!upper){
L.uppertriangular(tmp);
} else {
L.lowertriangular(tmp);
}
tmp.transpose(L);
}
