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

        public void InverseTest()
        {
            double[,] value = // not positive-definite
            {
               {  6, -1,  2,  6 },
               { -1,  3, -3, -2 },
               {  2, -3,  2,  0 },
               {  6, -2,  0,  0 },
            };

            var chol = new JaggedCholeskyDecomposition(value.ToJagged(), true);
            double[][] L = chol.LeftTriangularFactor;

            double[][] expected = Matrix.Inverse(value.ToJagged());
            double[][] actual = chol.Inverse();

            Assert.IsTrue(Matrix.IsEqual(expected, actual, 1e-10));
            Assert.IsTrue(Matrix.IsEqual(chol.Reverse(), value, 1e-6));
        }