void check(){ TFile *f1 = new TFile("KspipiCovariancematrix_cisi.root","read"); TMatrixDSym CovMat = *(TMatrixDSym*)f1->Get("CovMat_stat"); delete f1; //perform Cholesky decomposition TDecompChol decompMat(16); decompMat.SetMatrix(CovMat); decompMat.Decompose(); const TMatrixD a = decompMat.GetU(); a.T(); }