his means that the correlations are
 not all independent from each other. In this case, however, the non
 strictly positive elements found during the Cholesky decomposition
 of the covariance matrix should not be negative either, they
 should be null. Another non-conventional extension handling this case
 is used here. Rather than computing <code>C = U<sup>T</sup>.U</code>
 where <code>C</code> is the covariance matrix and <code>U</code>
 is an upper-triangular matrix, we compute <code>C = B.B<sup>T</sup></