I think there is a bug is solve method of CholeskyDecomposition. (the GetL() method works fine, though) I tried: double[,] a = { { 25, -5, 10 }, { -5, 17, 10 }, { 10, 10, 62 } }; Matrix m = new Matrix(a); CholeskyDecomposition cd = new CholeskyDecomposition(m); Matrix i = Matrix.Identity(3, 3); Matrix...