Accord.Tests.Math.JaggedCholeskyDecompositionFTest.CholeskyDecompositionConstructorTest3 C# (CSharp) Method

        public void CholeskyDecompositionConstructorTest3()
        {
            float[][] value = // not positive-definite
            {
               new float[] {  6, -1,  2,  6 },
               new float[] { -1,  3, -3, -2 },
               new float[] {  2, -3,  2,  0 },
               new float[] {  6, -2,  0,  0 },
            };

            float[][] expected =
            {
                new float[] {  1.0000f,         0f,         0f,         0f },
                new float[] { -0.1667f,    1.0000f,         0f,         0f },
                new float[] {  0.3333f,   -0.9412f,    1.0000f,         0f },
                new float[] {  1.0000f,   -0.3529f,    2.5000f,    1.0000f },
            };

            float[][] diagonal =
            {
                new float[] { 6.0000f,         0f,         0f,         0f },
                new float[] {      0f,    2.8333f,         0f,         0f },
                new float[] {      0f,         0f,   -1.1765f,         0f },
                new float[] {      0f,         0f,         0f,    1.0000f },
            };

            var chol = new JaggedCholeskyDecompositionF(value, robust: true);
            float[][] L = chol.LeftTriangularFactor;
            float[][] D = chol.DiagonalMatrix;

            Assert.IsTrue(Matrix.IsEqual(L, expected, 1e-3f));
            Assert.IsTrue(Matrix.IsEqual(D, diagonal, 1e-3f));

            // Decomposition Identity
            Assert.IsTrue(Matrix.IsEqual(Matrix.Multiply(Matrix.Multiply(L, D), L.Transpose()), value, 1e-3f));
            Assert.IsTrue(Matrix.IsEqual(chol.Reverse(), value, 1e-3f));

            Assert.AreEqual(new JaggedLuDecompositionF(value).Determinant, chol.Determinant, 1e-4f);
            Assert.IsFalse(chol.IsPositiveDefinite);
        }