add test for cholesky rewrite

Author: dehorsley

tests/sandbox/linalg/test_linalg.py

@@ -152,3 +152,27 @@ def test_matrix_inverse_solve():
     node = matrix_inverse(A).dot(b).owner
     [out] = inv_as_solve.transform(None, node)
     assert isinstance(out.owner.op, Solve)
+
+
+def test_cholesky_dot_lower():
+    cholesky_lower = Cholesky(lower=True)
+
+    L = matrix("L")
+    L.tag.lower_triangular = True
+
+    C = cholesky_lower(L.dot(L.T))
+    f = pytensor.function([L], C)
+    if config.mode != "FAST_COMPILE":
+        assert f.maker.fgraph.outputs[0].name == "L"
+
+
+def test_cholesky_dot_upper():
+    cholesky_upper = Cholesky(lower=False)
+
+    U = matrix("U")
+    U.tag.upper_triangular = True
+
+    C = cholesky_upper(U.T.dot(U))
+    f = pytensor.function([U], C)
+    if config.mode != "FAST_COMPILE":
+        assert f.maker.fgraph.outputs[0].name == "U"