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

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

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

            double[][] B = Jagged.ColumnVector(new double[] { 1, 2, 3 });

            double[][] expected = Jagged.ColumnVector(new double[] { 2.5, 4.0, 3.5 });

            double[][] actual = chol.Solve(B);
            Assert.IsTrue(Matrix.IsEqual(expected, actual, 1e-10));
            Assert.AreNotEqual(actual, B);

            actual = chol.Solve(B, true);
            Assert.AreEqual(actual, B);
            Assert.IsTrue(Matrix.IsEqual(expected, B, 1e-10));

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