Accord.Tests.Math.JaggedCholeskyDecompositionFTest.InverseTest1 C# (CSharp) Method

        public void InverseTest1()
        {
            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);
            Assert.IsTrue(chol.IsPositiveDefinite);
            float[][] L = chol.LeftTriangularFactor;

            float[][] expected = 
            {
                new float[] { 0.750f, 0.500f, 0.250f },
                new float[] { 0.500f, 1.000f, 0.500f },
                new float[] { 0.250f, 0.500f, 0.750f },
            };

            float[][] actual = chol.Inverse();
            Assert.IsTrue(actual.IsEqual(expected, 1e-5f));

            float[][] inv = chol.Solve(Jagged.Identity<float>(3));
            Assert.IsTrue(inv.IsEqual(expected, 1e-5f));
        }