Accord.Tests.Math.CholeskyDecompositionTest.SolveTest4 C# (CSharp) Method

        public void SolveTest4()
        {
            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 = new double[] { 1, 2, 3, 4 };

            double[] expected = { 5, 13, 16, -8 };
            double[] actual = chol.Solve(B);

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