I found a matlab example for modelling correlated asset paths: http://www.goddardconsulting.ca/matlab-monte-carlo-assetpaths-corr.html
In this model the author uses the matlab code chol() in order to calculate the cholesky decomposition on the correlation matrix. However, by default, chol(corr) returns the upper triangular matrix but in my understanding the lower triangular matrix is needed for generating correlated random numbers. This can be calculated by chol(corr,'lower'): http://www.mathworks.de/de/help/matlab/ref/chol.html
Now, is this simply a small error in the code example or did I misunderstand some theoretic basics?