 Gaussian sampling from a precision Cholesky factor

If a positive-definite matrix $Q=L{L}^T$ is the precision matrix of a multivariate normal distribution, draw independent $\xi \sim N(0,I)$ and solve $L^T\eta =\xi$. Then $m+\eta$ has covariance $L^{-T}{L}^{-1}=Q^{-1}$. This avoids forming the inverse and exploits a banded Cholesky decomposition when $Q$ is banded.