Accord.Tests.MachineLearning.GaussianMixtureModelTest.HighDimensionalTest C# (CSharp) Method

        public void HighDimensionalTest()
        {
            for (int i = 0; i < 100; i++)
            {
                for (int j = 10; j < 25; j++)
                {
                    double[,] covariance = Accord.Statistics.Tools.RandomCovariance(j, -3.0, 3.0);

                    bool isPositiveDefinite = covariance.IsPositiveDefinite();

                    Assert.IsTrue(isPositiveDefinite);
                }
            }
        }