Click or drag to resize

MatrixNormal Class

Multivariate Matrix-valued Normal distributions. The distribution is parameterized by a mean matrix (M), a covariance matrix for the rows (V) and a covariance matrix for the columns (K). If the dimension of M is d-by-m then V is d-by-d and K is m-by-m. Wikipedia - MatrixNormal distribution.
Inheritance Hierarchy
SystemObject
  Altaxo.Calc.DistributionsMatrixNormal

Namespace: Altaxo.Calc.Distributions
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3261.0 (4.8.3261.0)
Syntax
C#
Copy
public class MatrixNormal : IDistribution

The MatrixNormal type exposes the following members.

Constructors
 NameDescription
Public methodMatrixNormal(MatrixDouble, MatrixDouble, MatrixDouble) Initializes a new instance of the MatrixNormal class.
Public methodMatrixNormal(MatrixDouble, MatrixDouble, MatrixDouble, Random) Initializes a new instance of the MatrixNormal class.
Top
Properties
 NameDescription
Public propertyColumnCovariance Gets the column covariance. (K)
Public propertyMean Gets the mean. (M)
Public propertyRandomSource Gets or sets the random number generator which is used to draw random samples.
Public propertyRowCovariance Gets the row covariance. (V)
Top
Methods
 NameDescription
Public methodDensity Evaluates the probability density function for the matrix normal distribution.
Public methodEqualsDetermines whether the specified object is equal to the current object.
(Inherited from Object)
Protected methodFinalizeAllows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection.
(Inherited from Object)
Public methodGetHashCodeServes as the default hash function.
(Inherited from Object)
Public methodGetTypeGets the Type of the current instance.
(Inherited from Object)
Public methodStatic memberIsValidParameterSet Tests whether the provided values are valid parameters for this distribution.
Protected methodMemberwiseCloneCreates a shallow copy of the current Object.
(Inherited from Object)
Public methodSample Samples a matrix normal distributed random variable.
Public methodStatic memberSample(Random, MatrixDouble, MatrixDouble, MatrixDouble) Samples a matrix normal distributed random variable.
Public methodToString Returns a String that represents this instance.
(Overrides ObjectToString)
Top
See Also