Accord.Tests.Math.CholeskyDecompositionTest.SolveTest2 C# (CSharp) Method

        public void SolveTest2()
        {
            double[,] value = // not positive-definite
            {
               {  6, -1,  2,  6 },
               { -1,  3, -3, -2 },
               {  2, -3,  2,  0 },
               {  6, -2,  0,  0 },
            };

            var chol = new CholeskyDecomposition(value, true);
            double[,] L = chol.LeftTriangularFactor;

            double[,] B = Matrix.Identity(4);

            double[,] expected = 
            {
                { 0.4000,    1.2000,    1.4000,   -0.5000 },
                { 1.2000,    3.6000,    4.2000,   -2.0000 },
                { 1.4000,    4.2000,    5.4000,   -2.5000 },
                { -0.5000,  -2.0000,   -2.5000,    1.0000 }, 
            };
            double[,] actual = chol.Solve(B);

            Assert.IsTrue(Matrix.IsEqual(expected, actual, 1e-10));

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