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Distributions: Inverse Wishart Sample uses pseudo inverse

#690
uap-experimental
Christoph Ruegg 7 years ago
parent
commit
a6e6e6405c
  1. 2
      src/Numerics/Distributions/InverseWishart.cs

2
src/Numerics/Distributions/InverseWishart.cs

@ -231,7 +231,7 @@ namespace MathNet.Numerics.Distributions
} }
var r = Wishart.Sample(rnd, degreesOfFreedom, scale.Inverse()); var r = Wishart.Sample(rnd, degreesOfFreedom, scale.Inverse());
return r.Inverse(); return r.PseudoInverse();
} }
} }
} }

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