public void solveMatrix() {
final CholeskyDecompositionResult result = CDOG.apply(A5);
double[][] b = new double[][] { {1.0, 2.0 }, {2.0, 3.0 }, {3.0, 4.0 }, {4.0, -2.0 }, {-1.0, -1.0 } };
DoubleMatrix x = result.solve(DoubleMatrix.copyOf(b));
DoubleMatrix ax = (DoubleMatrix) ALGEBRA.multiply(A5, x);
ArrayAsserts.assertArrayEquals("Cholesky decomposition OpenGamma - solve", b[0], ax.rowArray(0), 1.0E-10);
ArrayAsserts.assertArrayEquals("Cholesky decomposition OpenGamma - solve", b[1], ax.rowArray(1), 1.0E-10);
}