Accord.Tests.Math.CholeskyDecompositionTest.InverseTest1 C# (CSharp) Method

        public void InverseTest1()
        {
            double[,] value = // positive-definite
            {
                {  2, -1,  0 },
                { -1,  2, -1 },
                {  0, -1,  2 }
            };

            var chol = new CholeskyDecomposition(value, robust: false);
            Assert.IsTrue(chol.IsPositiveDefinite);
            var L = chol.LeftTriangularFactor;

            float[][] expected =
            {
                new float[] { 0.750f, 0.500f, 0.250f },
                new float[] { 0.500f, 1.000f, 0.500f },
                new float[] { 0.250f, 0.500f, 0.750f },
            };

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

            double[,] inv = chol.Solve(Matrix.Identity(3));
            Assert.IsTrue(inv.IsEqual(expected, 1e-6));
        }