From 0f49366f10bd41b291f56385e6e0972662cb7326 Mon Sep 17 00:00:00 2001
From: Evelina Gabasova <egabasova@gmail.com>
Date: Fri, 5 Sep 2014 20:26:24 +0100
Subject: [PATCH] MatrixNormal density computation switched row and column
 covariance

---
 src/Numerics/Distributions/MatrixNormal.cs | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/src/Numerics/Distributions/MatrixNormal.cs b/src/Numerics/Distributions/MatrixNormal.cs
index efbcaf3d..0884d611 100644
--- a/src/Numerics/Distributions/MatrixNormal.cs
+++ b/src/Numerics/Distributions/MatrixNormal.cs
@@ -205,7 +205,7 @@ namespace MathNet.Numerics.Distributions
             var cholV = _v.Cholesky();
             var cholK = _k.Cholesky();
 
-            return Math.Exp(-0.5*cholV.Solve(a.Transpose()*cholK.Solve(a)).Trace())
+            return Math.Exp(-0.5*cholK.Solve(a.Transpose()*cholV.Solve(a)).Trace())
                    /Math.Pow(2.0*Constants.Pi, x.RowCount*x.ColumnCount/2.0)
                    /Math.Pow(cholV.Determinant, x.RowCount/2.0)
                    /Math.Pow(cholK.Determinant, x.ColumnCount/2.0);