public ContinuousDistributionN(double[] mean, double[,] covariance)
{
Dimension = mean.Length;
Mean = mean;
Covariance = covariance;
Inverse = MatrixMxN.Inverse(covariance);
Determinant = MatrixMxN.Determinant(covariance);
}
public void Determinant3x3()
{
double[,] matrix = new double[, ]
{
{ 0, 1, 3 },
{ 1, 2, 0 },
{ 0, 3, 4 }
};
Assert.AreEqual(5.0, MatrixMxN.Determinant(matrix));
}
public void Determinant4x4()
{
double[,] matrix = new double[, ]
{
{ 2, 3, 3, 1 },
{ 0, 4, 3, -3 },
{ 2, -1, -1, -3 },
{ 0, -4, -3, 2 }
};
Assert.AreEqual(8.0, MatrixMxN.Determinant(matrix));
}