How to do a Cholesky-like covariance decomposition with the Eigen library? C++ [on hold]

Matlab proposes a Cholesky-like covariance decomposition (with the function cholcov.m).

Do you know how to do this in C++ with the Eigen library?

I know that for a Cholesky decomposition, we do: P.llt().matrixL(), but I have no idea for a Cholesky-like covariance decomposition.