Maybe this could help to fasten the work with minimum effort? Google
to Cholesky decomposotion returned positives on it.

ScaLAPACK is a library of high-performance linear algebra routines for
distributed-memory message-passing MIMD computers and networks of
workstations supporting PVM and/or MPI

http://www.netlib.org/scalapack/slug/node9.html#SECTION04110000000000000000

> Um, don't give up that quickly;-) The cholesky decomposition is the
> main bottleneck, it would be great to get it faster!
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