Cholesky was trained at the École Polytechnique and entered the artillery branch of the French army. By 1905 he was attached to the Geodesic Section and spent the winter of 1907–8 mapping first Crete, then Algeria, Tunisia, and Morocco. He was killed in action in North France in the First World War.
http://math.univ-lille1.fr/~brezinsk/cholNUMA.pdf Biography, photographs, etc.