public ILArray <double> GetVarianceMatrix_MDF()
{
/*double sum = this.parent.VarianceMDF.Sum() / this.parent.VarianceMDF.Length;
* ILArray<double> diagonale = ILMath.eye(this.parent.VarianceMDF.Length, this.parent.VarianceMDF.Length);
* ILArray<double> result = diagonale * sum;*/
//ILArray<double> result = ILMath.diag<double>(this.parent.VarianceMDF.ToArray());
ILArray <double> result = ILMath.eye(this.parent.VarianceMDF.Length, this.parent.VarianceMDF.Length);
return(result);
}
protected static ILArray <double> eye(int size)
{
return(ILMath.eye(size, size));
}