Accord.Tests.Math.JaggedCholeskyDecompositionFTest.SolveTest4 C# (CSharp) Method

        public void SolveTest4()
        {
            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 },
            };

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

            float[] B = new float[] { 1, 2, 3, 4 };

            float[] expected = { 5, 13, 16, -8 };
            float[] actual = chol.Solve(B);

            for (int i = 0; i < actual.Length; i++)
                Assert.AreEqual(expected[i], actual[i], 1e-3);
        }