/**
* Determines the coefficients (alpha) for the ARTA-Process.
* */
public static double[] ArAutocorrelationsToAlphas(double[] arAutocorrelations)
{
int dim = arAutocorrelations.Length;
double[] alphas = new double[dim];
RealMatrix psi = AutoCorrelation.GetCorrelationMatrix(arAutocorrelations);
RealMatrix r = new Array2DRowRealMatrix(arAutocorrelations).transpose();
RealMatrix a = r.multiply(new CholeskyDecomposition(psi).getSolver().getInverse());
alphas = a.getRow(0);
return(alphas);
}