Noted by @izaid here: numpy/numpy#24451 (comment)

U^H should come before U.

Example of discrepancy with the SciPy docs: https://docs.scipy.org/doc/scipy/reference/generated/scipy.linalg.cholesky.html. The SciPy version is consistent with other material I have found online.