Utilities.lowerPopulate(L);
Utilities.addDiagonal(L, 1);
while (!Utilities.spd(L))
Utilities.addDiagonal(L, 1);
U = new UpperSPDDenseMatrix(n);
Utilities.upperPopulate(U);
Utilities.addDiagonal(U, 1);
while (!Utilities.spd(U))
Utilities.addDiagonal(U, 1);