TST: linalg: add basic smoketest for cholesky #10085
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Backport of #9796.
Add a basic smoke test for numpy.linalg.cholesky.
Apparently, there are currently no tests that check it actually
does something sensible, so stuff like gh-9795 can slip through
in a release. This is also a routine that's quite often broken in
broken openblas builds.
I checked this test fails on the current win32 32-bit wheel on pypi.