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

        public void InverseTest()
        {
            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 },
            };

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

            float[][] expected =
            {
                new float[] {  0.400f,  1.200f,  1.400f, -0.500f },
                new float[] {  1.200f,  3.600f,  4.200f, -2.000f },
                new float[] {  1.400f,  4.200f,  5.400f, -2.500f },
                new float[] { -0.500f, -2.000f, -2.500f,  1.000f },
            };

            float[][] actual = chol.Inverse();

            Assert.IsTrue(Matrix.IsEqual(expected, actual, 1e-4f));
        }