Add cholesky_{upper,lower} methods

Author: penelopeysm

src/utils.jl

@@ -31,6 +31,7 @@ rather than `LowerTriangular`.
     that returns a `Matrix` rather than `LowerTriangular`.
 """
 cholesky_lower(X::AbstractMatrix) = lower_triangular(parent(cholesky(Hermitian(X, :L)).L))
+cholesky_lower(X::PDMat) = X.chol.L
 cholesky_lower(X::Cholesky) = X.L
 
 """
@@ -44,6 +45,7 @@ rather than `UpperTriangular`.
     that returns a `Matrix` rather than `UpperTriangular`.
 """
 cholesky_upper(X::AbstractMatrix) = upper_triangular(parent(cholesky(Hermitian(X)).U))
+cholesky_upper(X::PDMat) = X.chol.U
 cholesky_upper(X::Cholesky) = X.U
 
 """