public StochasticManifoldPoint Apply(IManifoldPoint point, double time)
{
var productPoint = (ProductManifold.Point)point;
var answerFactors = new List <IManifoldPoint>(_factors.Count);
var answerCovariance = new SymmetricMatrix(_stateSpace.Dimension);
for (int i = 0; i < _factors.Count; i++)
{
var stochasticFactor = _factors[i].Apply(productPoint.Factors[i], time);
answerFactors.Add(stochasticFactor.Expectation);
answerCovariance.SetSubmatrix(_stateSpace.CoordinateIndex(i), stochasticFactor.Covariance);
}
return(new StochasticManifoldPoint(new ProductManifold.Point(answerFactors.AsReadOnlyList()), answerCovariance));
}
public static int FiberCoordinateIndex(ProductManifold stateSpace)
{
return(stateSpace.CoordinateIndex((int)ManifoldProductOrder.Fiber));
}
public static int BaseCoordinateIndex(ProductManifold stateSpace)
{
return(stateSpace.CoordinateIndex((int)ManifoldProductOrder.Base));
}