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Test of Cholesky routines
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Real matrix
X = [[4.13467 0.0126659 -1.9657 3.09283 0.826586]
[0.0126659 2.33374 -0.224443 -2.06036 0.0580411]
[-1.9657 -0.224443 1.34721 -1.1825 -1.06629]
[3.09283 -2.06036 -1.1825 5.31376 1.73426]
[0.826586 0.0580411 -1.06629 1.73426 5.01824]]
norm(X - F^T*F) = 0
Complex matrix
X = [[3.68773+0i -0.156903-0.521456i -0.400091+0.470456i -0.271543-2.98601i 3.2313-0.0207967i]
[-0.156903+0.521456i 1.54852+0i -1.39555+0.111002i 0.583023+0.862395i -0.244264+1.27634i]
[-0.400091-0.470456i -1.39555-0.111002i 1.63067+0i -0.380187-0.749213i -0.310384-1.47558i]
[-0.271543+2.98601i 0.583023-0.862395i -0.380187+0.749213i 4.42512+0i 0.738545+2.92606i]
[3.2313+0.0207967i -0.244264-1.27634i -0.310384+1.47558i 0.738545-2.92606i 4.10571+0i]]
norm(X - F^H*F) = 0
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