Accord.Tests.Math.JaggedCholeskyDecompositionFTest.InverseDiagonalTest3 C# (CSharp) Method

        public void InverseDiagonalTest3()
        {
            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 = Matrix.Inverse(value.ToMatrix().ToDouble()).ToSingle().ToJagged().Diagonal();

            var chol = new JaggedCholeskyDecompositionF(value, robust: true, inPlace: true);

            float[] actual = chol.InverseDiagonal();

            for (int i = 0; i < actual.Length; i++)
                Assert.AreEqual(expected[i], actual[i], 1e-4f);
        }