Accord.Math.Decompositions.CholeskyDecomposition.Solve C# (CSharp) Method

        public double[,] Solve(double[,] value)
        {
            return Solve(value, false);
        }

        public void InverseTestNaN()
        {
            int n = 5;

            var I = Matrix.Identity(n);

            for (int i = 0; i < n; i++)
            {
                for (int j = 0; j < n; j++)
                {
                    double[,] value = Matrix.Magic(n);

                    // Make symmetric
                    value = Matrix.Multiply(value, value.Transpose());

                    value[i, j] = double.NaN;
                    value[j, i] = double.NaN;

                    Assert.IsTrue(value.IsSymmetric());

                    bool thrown = false;

                    var target = new CholeskyDecomposition(value);

                    try
                    {
                        target.Solve(I);
                    }
                    catch (Exception)
                    {
                        thrown = true;
                    }

                    Assert.IsTrue(thrown);
                }
            }
        }