1. The problem statement, all variables and given/known data Derive Cholesky Decomposition for a 3x3 matrix 2. Relevant equations IN: S is Real matrix with dimensions 3x3 and is Symmetric and semi-definite Out: L is a Real matrix with dimensions 3x3 such that S=L*L^t L is lower-triangular 3. The attempt at a solution We learned this in class, and here is what I have in my notes. Near the end, it starts not making sense, so I think I recorded something wrong, and I also don't fully get what's going on.