Accord.Tests.Math.JaggedCholeskyDecompositionFTest.SolveTest2 C# (CSharp) Method

        public void SolveTest2()
        {
            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[][] B = Matrix.Identity(4).ToSingle().ToJagged();

            float[][] expected = 
            {
                new float[] { 0.4000f,    1.2000f,    1.4000f,   -0.5000f },
                new float[] { 1.2000f,    3.6000f,    4.2000f,   -2.0000f },
                new float[] { 1.4000f,    4.2000f,    5.4000f,   -2.5000f },
                new float[] { -0.5000f,  -2.0000f,   -2.5000f,    1.0000f }, 
            };

            float[][] actual = chol.Solve(B);

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