From a6e6e6405ccfa86e6da333450deee03f5d53540c Mon Sep 17 00:00:00 2001 From: Christoph Ruegg Date: Thu, 30 Apr 2020 13:38:00 +0200 Subject: [PATCH] Distributions: Inverse Wishart Sample uses pseudo inverse #690 --- src/Numerics/Distributions/InverseWishart.cs | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/src/Numerics/Distributions/InverseWishart.cs b/src/Numerics/Distributions/InverseWishart.cs index 34142abf..e0089332 100644 --- a/src/Numerics/Distributions/InverseWishart.cs +++ b/src/Numerics/Distributions/InverseWishart.cs @@ -231,7 +231,7 @@ namespace MathNet.Numerics.Distributions } var r = Wishart.Sample(rnd, degreesOfFreedom, scale.Inverse()); - return r.Inverse(); + return r.PseudoInverse(); } } }