Check that norms are correlated.

The "Horrifying" fit has two parameters that are 100% anti-correlated.
The uncertainty won't be correct since the matrix is singular and the
matrix is conditioned.  HESSE should still find that the parameters
have a very large negative correlation.

tests/regular-tests/900HorrifyingCovCheck.C

@@ -86,35 +86,59 @@ int main() {
                                  "/postFitErrors_TH1D"));
     EXPECT("postFitErrors must exist",  postFitErrorsHesse);
 
+    TMatrixD* cov
+        = dynamic_cast<TMatrixD*>(file->Get(
+                                      "FitterEngine"
+                                      "/postFit"
+                                      "/Hesse"
+                                      "/errors"
+                                      "/Horrifying"
+                                      "/matrices"
+                                      "/Covariance_TMatrixD"));
+    EXPECT("covariance must exist",  cov);
+
     // Don't try to continue if the data is missing from the file.
     if (not postFitErrorsMigrad) return status;
     if (not postFitErrorsHesse) return status;
+    if (not cov) return status;
+
+    cov->Print();
+
+    double correlation = (*cov)(0,1);
+    correlation /= std::sqrt((*cov)(0,0));
+    correlation /= std::sqrt((*cov)(1,1));
+
+    std::cout << "Correlation " << correlation << std::endl;
 
     postFitErrorsMigrad->Draw();
     gPad->Print("900HorrifyingCovCheck.pdf[");
+    postFitErrorsMigrad->Draw();
+    gPad->Print("900HorrifyingCovCheck.pdf");
     postFitErrorsHesse->Draw();
     gPad->Print("900HorrifyingCovCheck.pdf");
     gPad->Print("900HorrifyingCovCheck.pdf]");
 
     // Change this to set the expected absolute tolerance.
-    double tolerance = 1E-3;
+    double valueTolerance = 1E-3;
+    double correlationTolerance = 1E-3;
 
     // The expected values are for the data generated by
     // 100NormalizationTree.C.  They need to be changed if that tree is
     // changed.
     TOLERANCE("Check MIGRAD value for #0_Norm_A",
-              postFitErrorsMigrad->GetBinContent(1), 1.0, tolerance);
+              postFitErrorsMigrad->GetBinContent(1), 1.0, valueTolerance);
     TOLERANCE("Check HESSE value for #0_Norm_A",
-              postFitErrorsHesse->GetBinContent(1), 1.0, tolerance);
-    TOLERANCE("Check HESSE error for #0_Norm_A",
-              postFitErrorsHesse->GetBinError(1), 0.21213, 0.05);
+              postFitErrorsHesse->GetBinContent(1), 1.0, valueTolerance);
 
     TOLERANCE("Check MIGRAD value for #1_Norm_B",
-              postFitErrorsMigrad->GetBinContent(2), 1.0, tolerance);
+              postFitErrorsMigrad->GetBinContent(2), 1.0, valueTolerance);
     TOLERANCE("Check HESSE value for #1_Norm_B",
-              postFitErrorsHesse->GetBinContent(2), 1.0, tolerance);
-    TOLERANCE("Check HESSE error for #0_Norm_B",
-              postFitErrorsHesse->GetBinError(2), 0.21213, 0.05);
+              postFitErrorsHesse->GetBinContent(2), 1.0, valueTolerance);
+
+    TOLERANCE("Check HESSE correlation between #0_Norm_A and #0_Norm_B",
+              correlation, -1.0, correlationTolerance);
+
+
 
     file->Close();