I understand that a square matrix, say $A$, can be thought of as a linear transformation within the same space. I could be as simple as basis change or some other transformation.
In this way of interpretation, how to understand/make sense of Cholesky Decomposition (both classical version and LDL* Decomposition)? From an answer in quora I gather it is related to inner-product but didn't understand that too well.
I know this question can be posted on Mathematics but given the heavy use of linear algebra in Multivariate statistics, I though I might get a good answer here.