Accord.Tests.Math.CholeskyDecompositionTest.SolveTest3 C# (CSharp) Method

        public void SolveTest3()
        {
            double[,] value = // positive-definite
            {
               {  2, -1,  0 },
               { -1,  2, -1 },
               {  0, -1,  2 }
            };

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

            double[] B = new double[] { 1, 2, 3 };

            double[] expected = new double[] { 2.5, 4.0, 3.5 };
            double[] actual = chol.Solve(B);

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

            actual = chol.Solve(B, true);
            Assert.AreEqual(actual, B);
            Assert.IsTrue(Matrix.IsEqual(expected, B, 1e-10));

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