MatrixSymmetricPositiveDefinite Exception is always thrown whenever cholesky factorization is used

[xahu]

Hello, Here's a test case

[Test]
public void TestSparseCholesky()
{
    double[,] A = new double[,]
    {
        {1.0, 0.0, 4.0, 0.0 , 0.2 },
        {0.0, 1.0, 6.0, 0.0 , 0.0 },
        {4.0, 6.0, 6.0, 3.0 , 3.0 },
        {0.0, 0.0, 3.0, 0.5 , 0.0 },
        {0.2, 0.0, 3.0, 0.0 , 0.5 }
    };
    var x = new double[] { 1, 2, 3, 4, 5 };
    var y = new double[5];

    var ccs = Converter.ToCompressedColumnStorage(Converter.FromDenseArray(A));
    var chol = new CSparse.Double.Factorization.SparseCholesky(ccs, ColumnOrdering.MinimumDegreeAtPlusA);
    chol.Solve(x, y);
}

[wo80]

Well, that's because the matrix is not positive definite.