public void SolveTest4()
{
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[] B = new double[] { 1, 2, 3, 4 };
double[] expected = { 5, 13, 16, -8 };
double[] actual = chol.Solve(B);
Assert.IsTrue(Matrix.IsEqual(expected, actual, 0.0000000000001));
}