WIP: Resolve "Cholesky vs maxent"
Closes #113. Replaces the previously used eigenvalue decomposition with a cholesky decomposition in case of a dense covariance matrix. Things to note:
- made some intents on function arguments clearer.
- Testing occured on artificial input. All data that i touched in Fakher's testsuite had covariance matrices which are not positive definite.
In the attachment you'll find a small test program and compare that the resulting norms are equal, although the generated vectors are different.test.f03
Edited by Fakher F. Assaad