public AffineStochasticTransformation(OMatrix matrix, OVector freeTerm, OSymmetricMatrix covariance)
{
_domain = new AffineSpace(matrix.ColumnCount);
_codomain = new AffineSpace(matrix.RowCount);
_matrix = matrix;
_freeTerm = freeTerm;
_covariance = covariance;
}
private void ExpectMatricesAreAlmostEqual(OMatrix v, OMatrix w)
{
Expect(v.RowCount, Is.EqualTo(w.RowCount));
Expect(v.ColumnCount, Is.EqualTo(w.ColumnCount));
for (int i = 0; i < v.RowCount; i++)
{
for (int j = 0; j < v.ColumnCount; j++)
{
Expect(v[i, j], Is.EqualTo(w[i, j]).Within(_tolerance));
}
}
}
public AffineIntegralStochasticProcess(IStochasticProcess baseProcess, IManifold fiber, OMatrix gain, OVector offset)
: base(baseProcess, fiber)
{
if (!(baseProcess.StateSpace is AffineSpace))
{
throw new ArgumentException("Expected process in affine space", "baseProcess");
}
ArgAssert.Equal(baseProcess.StateSpace.Dimension, "baseProcess.StateSpace.Dimension", gain.ColumnCount, "gain.ColumnCount");
ArgAssert.Equal(fiber.Dimension, "fiber.Dimension", gain.RowCount, "gain.RowCount");
ArgAssert.Equal(offset.Dimension, "offset.Dimension", gain.RowCount, "gain.RowCount");
_gain = gain;
_offset = offset;
}
public OSymmetricMatrix Conjugate(OMatrix matrix)
{
return(new OSymmetricMatrix(Value.Conjugate(matrix.Value)));
}
public StochasticFiberPoint(StochasticManifoldPoint point, OMatrix mixedCovariance)
{
_point = point;
_mixedCovariance = mixedCovariance;
}
