public void InverseDiagonalTest1()
{
float[][] value = // positive-definite
{
new float[] { 2, -1, 0 },
new float[] { -1, 2, -1 },
new float[] { 0, -1, 2 }
};
var chol = new JaggedCholeskyDecompositionF(value, robust: false);
float[][] L = chol.LeftTriangularFactor;
float[] expected = Matrix.Inverse(value.ToMatrix().ToDouble()).ToSingle().ToJagged().Diagonal();
float[] actual = chol.InverseDiagonal();
for (int i = 0; i < actual.Length; i++)
Assert.AreEqual(expected[i], actual[i], 1e-6f);
}