MatrixNormal(MatrixDouble, MatrixDouble, MatrixDouble, Random) Constructor

Initializes a new instance of the MatrixNormal class.

Namespace: Altaxo.Calc.Distributions
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3179.0 (4.8.3179.0)

Syntax

public MatrixNormal(
	Matrix<double> m,
	Matrix<double> v,
	Matrix<double> k,
	Random randomSource
)

m MatrixDouble: The mean of the matrix normal.
v MatrixDouble: The covariance matrix for the rows.
k MatrixDouble: The covariance matrix for the columns.
randomSource Random: The random number generator which is used to draw random samples.

Exceptions

Exception	Condition
ArgumentOutOfRangeException	If the dimensions of the mean and two covariance matrices don't match.