span class="math inline">\(j=1\)</span>, each
below-diagonal entry <span class="math inline">\(x_{i,j}\)</span> is determined by the (signed) fraction
<span class="math inline">\(z_{i,j}\)</span> of the remaining length for the row that it consumes. The
diagonal entries <span class="math inline">\(x_{i,i}\)</span> get any leftover length from earlier
entries in their row. The above-diagonal entries are zero.</p>
</div>
<div id="cholesky-factor-of-correlation-matrix-transform" class="section level3">
<h3 cla