static DoubleCholeskyDecompTest()
 {
   DoubleMatrix a = new DoubleMatrix(3);
   a[0,0] = 2;
   a[0,1] = 1;
   a[0,2] = 0;
   a[1,0] = 1;
   a[1,1] = 2;
   a[1,2] = 0;
   a[2,0] = 0;
   a[2,1] = 0;
   a[2,2] = 3;
   cd = new DoubleCholeskyDecomp(a);
 }
 public void NonSymmFactorTest()
 {
   DoubleMatrix b = new DoubleMatrix(3);
   b[0,0] = 2;
   b[0,1] = 1;
   b[0,2] = 1;
   b[1,0] = 1;
   b[1,1] = 2;
   b[1,2] = 0;
   b[2,0] = 0;
   b[2,1] = 0;
   b[2,2] = 3;
   DoubleCholeskyDecomp dcd = new DoubleCholeskyDecomp(b);
   Assert.AreEqual(dcd.Factor[0,0],1.414,TOLERENCE);
   Assert.AreEqual(dcd.Factor[0,1],0.000,TOLERENCE);
   Assert.AreEqual(dcd.Factor[0,2],0.000,TOLERENCE);
   Assert.AreEqual(dcd.Factor[1,0],0.707,TOLERENCE);
   Assert.AreEqual(dcd.Factor[1,1],1.225,TOLERENCE);
   Assert.AreEqual(dcd.Factor[1,2],0.000,TOLERENCE);
   Assert.AreEqual(dcd.Factor[2,0],0.000,TOLERENCE);
   Assert.AreEqual(dcd.Factor[2,1],0.000,TOLERENCE);
   Assert.AreEqual(dcd.Factor[2,2],1.732,TOLERENCE);
 }
 public void CDLong()
 {
   DoubleMatrix lm = new DoubleMatrix(3,2);
   DoubleCholeskyDecomp lcd = new DoubleCholeskyDecomp(lm);
 }
 public void CDWide()
 {
   DoubleMatrix wm = new DoubleMatrix(2,3);
   DoubleCholeskyDecomp cd = new DoubleCholeskyDecomp(wm);
 }
 public void GetInverseNotPositiveDefiniteTest()
 {
   DoubleMatrix a = new DoubleMatrix(3,3);
   DoubleCholeskyDecomp dcd = new DoubleCholeskyDecomp(a);
   dcd.GetInverse();
 }
 public void IsPositiveDefiniteTest()
 {
   Assert.IsTrue(cd.IsPositiveDefinite);
   DoubleMatrix b = new DoubleMatrix(3);
   b[0,0] = -2;
   b[0,1] = 1;
   b[0,2] = 0;
   b[1,0] = 1;
   b[1,1] = 2;
   b[1,2] = 0;
   b[2,0] = 0;
   b[2,1] = 0;
   b[2,2] = 3;
   DoubleCholeskyDecomp dcd = new DoubleCholeskyDecomp(b);
   Assert.IsFalse(dcd.IsPositiveDefinite);
 }