public void LogDeterminantTest2()
{
double[,] value =
{
{ 6, -1, 2, 1 },
{ -1, 9, -3, -2 },
{ 2, -3, 8, 1 },
{ 1, -2, 1, 7 },
};
var chol = new CholeskyDecomposition(value);
Assert.AreEqual(2232, chol.Determinant, 1e-12);
Assert.IsTrue(chol.IsPositiveDefinite);
double expected = System.Math.Log(2232);
double actual = chol.LogDeterminant;
Assert.AreEqual(expected, actual, 1e-10);
}