{ -51.0 / 1024, 85.0 / 1024, 45.0 / 1024, -75.0 / 1024 },
{ -75.0 / 1024, 45.0 / 1024, 85.0 / 1024, -51.0 / 1024 },
{ 45.0 / 1024, -75.0 / 1024, -51.0 / 1024, 85.0 / 1024 }
}, false);
assertEquals(0.0,
fullCovariance.subtract(svd.getCovariance(0.0)).getNorm(),
1.0e-14);
RealMatrix halfCovariance = new Array2DRowRealMatrix(new double[][] {
{ 5.0 / 1024, -3.0 / 1024, 5.0 / 1024, -3.0 / 1024 },
{ -3.0 / 1024, 5.0 / 1024, -3.0 / 1024, 5.0 / 1024 },