do_lapack_cholesky_decomposition_2 - Uses lapack to perform Cholesky decomposition.
Example compile flags (system dependent):
-DLINUX_X86_64 -DLINUX_X86_64_OPTERON -DGNU_COMPILER
-lKJB -lfftw3 -lgsl -lgslcblas -ljpeg -lSVM -lstdc++ -lpthread -lSLATEC -lg2c -lacml -lacml_mv -lblas -lg2c -lncursesw
const Matrix *input_mp
If input and output
matrices point to the same address, operation is performed
in-place, and no temporary storage is allocated in this function. Otherwise
the source matrix is copied to the target matrix (reallocating it if
necessary), then then the single-parameter version is called on the target
Passing NULL in input_mp does nothing, and returns NO_ERROR.
If this routine was not compiled with lapack available, then it returns
ERROR with an appropriate error being set.
NO_ERROR on success, and ERROR on failure, with an appropriate error
message being set.
This software is not adequatedly tested. It is recomended that
results are checked independantly where appropriate.