public ITransform Generate(IDataSet dataset)
{
var data_matrix = dataset.GetFeatureDataAsMatrix();
var matrixCovariance = ToolsMathLinear.CovarianceMatrix(data_matrix);
var means = ToolsMathLinear.Means0(data_matrix);
var matrixForward = matrixCovariance.Inverse().Cholesky().Factor;
var matrixBackward = matrixForward.Inverse();
return(new TransformWhiteningCholesky(dataset.DataContext, means, matrixForward, matrixBackward));
}
