Accord.Tests.Math.JaggedCholeskyDecompositionFTest.CholeskyDecompositionFConstructorTest2 C# (CSharp) Method

        public void CholeskyDecompositionFConstructorTest2()
        {
            float[][] value = // positive-definite
            {
               new float[] {  2, -1,  0 },
               new float[] { -1,  2, -1 },
               new float[] {  0, -1,  2 }
            };


            float[][] expected =
            {
                 new float[] {  1.0000f,  0.0000f,  0.0000f },
                 new float[] { -0.5000f,  1.0000f,  0.0000f },
                 new float[] {  0.0000f, -0.6667f,  1.0000f }
            };

            float[][] diagonal =
            {
                 new float[] {  2.0000f,  0.0000f,  0.0000f },
                 new float[] {  0.0000f,  1.5000f,  0.0000f },
                 new float[] {  0.0000f,  0.0000f,  1.3333f },
            };


            var chol = new JaggedCholeskyDecompositionF(value, true);
            float[][] L = chol.LeftTriangularFactor;
            float[][] D = chol.DiagonalMatrix;
            Assert.IsTrue(Matrix.IsEqual(L, expected, 0.001f));
            Assert.IsTrue(Matrix.IsEqual(D, diagonal, 0.001f));

            // 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-10);
            Assert.IsTrue(chol.IsPositiveDefinite);
        }