Pseudounitary NMO with linear interpolation

It is often desirable to work with transformations that are as nearly unitary as possible, i.e., their transpose is their pseudoinverse. These transformations are pseudounitary. Let us make NMO with linear interpolation into a pseudounitary transformation. We need to factor the tridiagonal matrix $\bold N' \, \bold N = \bold T$ into bidiagonal parts, $\bold T=\bold B'\, \bold B$.One such factorization is the well-known Cholesky decomposition; which is like spectral factorization. (We never really need to look at square roots of matrices). 1