Accord.Tests.Math.DistanceTest.MahalanobisTest3 C# (CSharp) Method

        public void MahalanobisTest3()
        {
            // Example from Statistical Distance Calculator
            // http://maplepark.com/~drf5n/cgi-bin/dist.cgi

            double[,] cov = 
            {
                { 1.030303, 2.132728, 0.576716 },
                { 2.132728, 4.510515, 1.185771 },
                { 0.576716, 1.185771, 0.398922 }
            };



            double[] x, y;
            double actual, expected;

            var svd = new SingularValueDecomposition(cov, true, true, true);

            var inv = cov.Inverse();
            var pinv = svd.Inverse();
            Assert.IsTrue(inv.IsEqual(pinv, 1e-6));

            x = new double[] { 2, 4, 1 };
            y = new double[] { 0, 0, 0 };

            {
                var bla = cov.Solve(x);
                var blo = svd.Solve(x);
                var ble = inv.Multiply(x);
                var bli = pinv.Multiply(x);

                Assert.IsTrue(bla.IsEqual(blo, 1e-6));
                Assert.IsTrue(bla.IsEqual(ble, 1e-6));
                Assert.IsTrue(bla.IsEqual(bli, 1e-6));
            }

            expected = 2.0773536867741504;
            actual = Distance.Mahalanobis(x, y, inv);
            Assert.AreEqual(expected, actual, 1e-6);

            actual = Distance.Mahalanobis(x, y, svd);
            Assert.AreEqual(expected, actual, 1e-6);


            x = new double[] { 7, 5, 1 };
            y = new double[] { 1, 0.52, -79 };

            expected = 277.8828871106366;
            actual = Distance.Mahalanobis(x, y, inv);
            Assert.AreEqual(expected, actual, 1e-5);
            actual = Distance.Mahalanobis(x, y, svd);
            Assert.AreEqual(expected, actual, 1e-5);
        }