I wrote down a covariance matrix through the following command:

A := Matrix([[a, b], [b, c]], shape = symmetric, attributes = [positive_definite]);

and then I computed the Cholesky decomposition of this matrix using afterwards the command simplify as well

B := LUDecomposition(A, method = Cholesky)

C:=simplify(%)

What I obtained is this matrix

Matrix(2, 2, {(1, 1) = sqrt(a), (1, 2) = 0, (2, 1...