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

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

            JaggedCholeskyDecompositionF chol = new JaggedCholeskyDecompositionF(value);
            float[][] L = chol.LeftTriangularFactor;

            float[][] B = Matrix.ColumnVector(new float[] { 1, 2, 3 }).ToJagged();

            float[][] expected = Matrix.ColumnVector(new float[] { 2.5f, 4.0f, 3.5f }).ToJagged();

            float[][] actual = chol.Solve(B);
            Assert.IsTrue(Matrix.IsEqual(expected, actual, 1e-6f));
            Assert.AreNotEqual(actual, B);

            actual = chol.Solve(B, true);
            Assert.AreEqual(actual, B);
            Assert.IsTrue(Matrix.IsEqual(expected, B, 1e-6f));
        }