public StochasticManifoldPoint Apply(IManifoldPoint point, double time)
{
var state = new State(point);
var basePoint = _baseProcess.Apply(state.BasePoint, time);
var fiberPoint = FiberEvolution(state, basePoint, time);
var answerExpectation = new ProductManifold.Point(basePoint.Expectation, fiberPoint.Point.Expectation);
var answerCovariance = new SymmetricMatrix(_stateSpace.Dimension);
answerCovariance.SetSubmatrix(0, basePoint.Covariance);
answerCovariance.SetSubmatrix(_baseProcess.StateSpace.Dimension, fiberPoint.Point.Covariance);
answerCovariance.SetSubmatrix(_baseProcess.StateSpace.Dimension, 0, fiberPoint.MixedCovariance);
return(new StochasticManifoldPoint(answerExpectation, answerCovariance));
}
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));
}
