Exemplo n.º 1
0
 /// <summary>
 /// Update the covariance.
 /// </summary>
 /// <param name="covariance">The new covariance.</param>
 public void Update(double[][] covariance)
 {
     _cd            = new CholeskyDecomposition(new Matrix(covariance));
     _covarianceL   = _cd.L;
     _covarianceInv = _cd.InverseCholesky();
     _covarianceDet = _cd.GetDeterminant();
 }