Accord.Tests.Statistics.PrincipalComponentAnalysisTest.covariance_success C# (CSharp) Method

        public void covariance_success()
        {
            double[] mean = Measures.Mean(data, dimension: 0);
            double[,] cov = Measures.Covariance(data);

            var target = PrincipalComponentAnalysis.FromCovarianceMatrix(mean, cov);

            // Compute
            target.Compute();

            // Transform
            double[,] actual = target.Transform(data);

            double[,] expected = new double[,]
            {
                {  0.827970186, -0.175115307 },
                { -1.77758033,   0.142857227 },
                {  0.992197494,  0.384374989 },
                {  0.274210416,  0.130417207 },
                {  1.67580142,  -0.209498461 },
                {  0.912949103,  0.175282444 },
                { -0.099109437, -0.349824698 },
                { -1.14457216,   0.046417258 },
                { -0.438046137,  0.017764629 },
                { -1.22382056,  -0.162675287 },
            };

            // Verify both are equal with 0.01 tolerance value
            Assert.IsTrue(Matrix.IsEqual(actual, expected, 0.01));

            // Transform
            double[,] image = target.Transform(data);

            // Reverse
            double[,] reverse = target.Revert(image);

            // Verify both are equal with 0.01 tolerance value
            Assert.IsTrue(Matrix.IsEqual(reverse, data, 0.01));
        }