Simple question: Cholesky factorisation of correlation matrix same as LU?

Dear members,

When I try to use the function chol() in MATLAB to do a cholesky
factorization of a correlation matrix, I get the error: "not positive
definite", which doesn't make sense. I tried to LU-factorize the matrix
which worked. Is it right to say that in this case this should be the
same factorisation as the Cholesky factorization in the case of a
correlation matrix?

Jaap

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