Accord.Tests.Statistics.IndependentComponentAnalysisTest.ComputeTest2 C# (CSharp) Method

        public void ComputeTest2()
        {
            Accord.Math.Tools.SetupGenerator(0);

            double[,] S = Matrix.Random(5000, 2);

            double[,] A =
            {
                {  1, 1 },
                { -1, 3 },    
            };

            A = A.Divide(Norm.Norm1(A));

            double[,] X = S.Multiply(A);

            IndependentComponentAnalysis ica = new IndependentComponentAnalysis(X, IndependentComponentAlgorithm.Deflation);

            Assert.AreEqual(IndependentComponentAlgorithm.Deflation, ica.Algorithm);

            ica.Compute(2);

            var result = ica.Result;
            var mixingMatrix = ica.MixingMatrix;
            var revertMatrix = ica.DemixingMatrix;

            // Verify mixing matrix
            mixingMatrix = mixingMatrix.Divide(Norm.Norm1(mixingMatrix));
            Assert.IsTrue(A.IsEqual(mixingMatrix, atol: 0.05));


            // Verify demixing matrix
            double[,] expected =
            {
                { 3, -1 },        
                { 1,  1 },
            };

            expected = expected.Divide(Norm.Norm1(expected));

            revertMatrix = revertMatrix.Divide(Norm.Norm1(revertMatrix));
            Assert.IsTrue(expected.IsEqual(revertMatrix, atol: 0.05));



            var reverted = Accord.Statistics.Tools.ZScores(result).Abs();
            var original = Accord.Statistics.Tools.ZScores(S).Abs();

            Assert.IsTrue(reverted.IsEqual(original, atol: 0.1));
        }