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Merge pull request #248 from evelinag/fix-matrix_normal_density

MatrixNormal density computation switched row and column covariance
pull/249/head
Christoph Ruegg 12 years ago
parent
commit
eb1fb7d463
  1. 2
      src/Numerics/Distributions/MatrixNormal.cs

2
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);

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