"math inline">\(\sum_{j&#39; &lt; 1} x_{i,j&#39;}\)</span>, is defined to be 0. This implies <span class="math inline">\(x_{1,1} = 1\)</span> and that <span class="math inline">\(x_{i,1} = z_{i,1}\)</span> for <span class="math inline">\(i &gt; 1\)</span>.<a href="cholesky-factors-of-correlation-matrices-1.html#fnref17" class="footnote-back">↩︎</a></p></li>
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