public override Matrix diffusion(double t, Vector x)
{
Matrix pca = corrModel_.pseudoSqrt(t, x);
Vector vol = volaModel_.volatility(t, x);
for (int i = 0; i < size_; ++i)
{
/*transform(pca.row_begin(i), pca.row_end(i),
* pca.row_begin(i),
* bind2nd(multiplies<double>(), vol[i]));*/
for (int j = 0; j < size_; ++j)
{
pca[i, j] = pca[i, j] * vol[i];
}
//pca.column(i).ForEach((ii, v) => v *= vol[ii]);
}
return(pca);
}
