public void Simple()
{
var matrixA = new Matrix(5, 5);
// // [ 2, 1, 1, 3, 2 ]
// // [ 1, 2, 2, 1, 1 ]
// // [ 1, 2, 9, 1, 5 ]
// // [ 3, 1, 1, 7, 1 ]
// // [ 2, 1, 5, 1, 8 ]
matrixA[0, 0] = 2;
matrixA[0, 1] = 1;
matrixA[0, 2] = 1;
matrixA[0, 3] = 3;
matrixA[0, 4] = 2;
matrixA[1, 0] = 1;
matrixA[1, 1] = 2;
matrixA[1, 2] = 2;
matrixA[1, 3] = 1;
matrixA[1, 4] = 1;
matrixA[2, 0] = 1;
matrixA[2, 1] = 2;
matrixA[2, 2] = 9;
matrixA[2, 3] = 1;
matrixA[2, 4] = 5;
matrixA[3, 0] = 3;
matrixA[3, 1] = 1;
matrixA[3, 2] = 1;
matrixA[3, 3] = 7;
matrixA[3, 4] = 1;
matrixA[4, 0] = 2;
matrixA[4, 1] = 1;
matrixA[4, 2] = 5;
matrixA[4, 3] = 1;
matrixA[4, 4] = 8;
var QCMatrix = CholeskyDecomposition.QuickDecompose(matrixA);
Assert.AreEqual(QCMatrix.Rows, 5);
Assert.AreEqual(QCMatrix.Columns, 5);
Assert.AreEqual(QCMatrix.IsTriangular, TriangularMatrixType.Lower);
var sqrt2 = Math.Sqrt(2.0);
var sqrt2inv = 1.0 / sqrt2;
Assert.IsTrue(QCMatrix[0, 0].IsSimilarTo(sqrt2));
Assert.IsTrue(QCMatrix[1, 0].IsSimilarTo(sqrt2inv));
Assert.IsTrue(QCMatrix[1, 1].IsSimilarTo(Math.Sqrt(1.5)));
Assert.IsTrue(QCMatrix[2, 0].IsSimilarTo(sqrt2inv));
Assert.IsTrue(QCMatrix[2, 1].IsSimilarTo(Math.Sqrt(1.5)));
Assert.IsTrue(QCMatrix[2, 2].IsSimilarTo(Math.Sqrt(7.0)));
Assert.IsTrue(QCMatrix[3, 0].IsSimilarTo(Math.Sqrt(4.5)));
Assert.IsTrue(QCMatrix[3, 1].IsSimilarTo(-Math.Sqrt(1.0 / 6.0)));
Assert.IsTrue(QCMatrix[3, 2].IsSimilarTo(0));
Assert.IsTrue(QCMatrix[3, 3].IsSimilarTo(Math.Sqrt(7.0 / 3.0)));
Assert.IsTrue(QCMatrix[4, 0].IsSimilarTo(sqrt2));
Assert.IsTrue(QCMatrix[4, 1].IsSimilarTo(0));
Assert.IsTrue(QCMatrix[4, 2].IsSimilarTo(4.0 / Math.Sqrt(7.0)));
Assert.IsTrue(QCMatrix[4, 3].IsSimilarTo(-Math.Sqrt(12.0 / 7.0)));
Assert.IsTrue(QCMatrix[4, 4].IsSimilarTo(sqrt2));
}