MODULE Lapack
    USE double

CONTAINS

SUBROUTINE CHOLESKY(A)
    IMPLICIT NONE
    INTEGER :: J, N
    REAL(KIND=dp) :: A(:, :), X
    N = UBOUND(A,1)
    DO J = 1, N
        X = SQRT(A(J,J)-DOT_PRODUCT(A(J, :J-1), A(J, :J-1)))
        A(J,J) = X
        IF (J < N) &
            A(J+1:, J) = (A(J+1:, J) - &
                MATMUL(A(J+1:, :J-1), A(J,: J-1))) / X
    END DO
END SUBROUTINE CHOLESKY

END MODULE Lapack