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MatrixNormalSample(Random, MatrixDouble, MatrixDouble, MatrixDouble) Method

Samples a matrix normal distributed random variable.

Namespace: Altaxo.Calc.Distributions
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3179.0 (4.8.3179.0)
Syntax
C#
Copy
public static Matrix<double> Sample(
	Random rnd,
	Matrix<double> m,
	Matrix<double> v,
	Matrix<double> k
)

Parameters

rnd  Random
The random number generator to use.
m  MatrixDouble
The mean of the matrix normal.
v  MatrixDouble
The covariance matrix for the rows.
k  MatrixDouble
The covariance matrix for the columns.

Return Value

MatrixDouble
a sequence of samples from the distribution.
Exceptions
ExceptionCondition
ArgumentOutOfRangeExceptionIf the dimensions of the mean and two covariance matrices don't match.
See Also