Accord.Tests.Math.CholeskyDecompositionTest.InverseTest C# (CSharp) Method

        public void InverseTest()
        {
            double[,] value = // not positive-definite
            {
               {  6, -1,  2,  6 },
               { -1,  3, -3, -2 },
               {  2, -3,  2,  0 },
               {  6, -2,  0,  0 },
            };

            double[,] expected =
            {
                  {  0.40000,  1.20000,  1.40000, -0.50000 },
                  {  1.20000,  3.60000,  4.20000, -2.00000 },
                  {  1.40000,  4.20000,  5.40000, -2.50000 },
                  { -0.50000, -2.00000, -2.50000,  1.00000 },
            };

            var chol = new CholeskyDecomposition(value, robust: true);
            double[,] L = chol.LeftTriangularFactor;
            Assert.IsFalse(chol.IsPositiveDefinite);

            double[,] actual = chol.Inverse();
            Assert.IsTrue(Matrix.IsEqual(expected, actual, 1e-6));

            double[,] inv = Matrix.Inverse(value);
            Assert.IsTrue(Matrix.IsEqual(expected, inv, 1e-10));

            Assert.IsTrue(Matrix.IsEqual(chol.Reverse(), value, 1e-6));
        }