public void ValidateNonsquareDensity()
{
const int Rows = 2;
const int Cols = 1;
var m = Matrix<double>.Build.Dense(Rows, Cols);
m[0, 0] = 0.156065579983862;
m[1, 0] = -0.806288628097313;
var v = Matrix<double>.Build.Dense(Rows, Rows);
v[0, 0] = 0.674457817054746;
v[0, 1] = 0.878930403442185;
v[1, 0] = 0.878930403442185;
v[1, 1] = 1.76277498368061;
var k = Matrix<double>.Build.Dense(Cols, Cols);
k[0, 0] = 0.674457817054746;
var d = new MatrixNormal(m, v, k);
var x = Matrix<double>.Build.Dense(Rows, Cols);
x[0, 0] = 2;
x[1, 0] = 1.5;
AssertHelpers.AlmostEqualRelative(0.008613384131384546, d.Density(x), 12);
}
public void ValidateDensity()
{
const int Rows = 2;
const int Cols = 2;
var m = Matrix<double>.Build.Dense(Rows, Cols);
m[0, 0] = 0.156065579983862;
m[0, 1] = -0.568039841576594;
m[1, 0] = -0.806288628097313;
m[1, 1] = -1.20004405005077;
var v = Matrix<double>.Build.Dense(Rows, Rows);
v[0, 0] = 0.674457817054746;
v[0, 1] = 0.878930403442185;
v[1, 0] = 0.878930403442185;
v[1, 1] = 1.76277498368061;
var k = Matrix<double>.Build.Dense(Cols, Cols);
k[0, 0] = 0.674457817054746;
k[0, 1] = 0.878930403442185;
k[1, 0] = 0.878930403442185;
k[1, 1] = 1.76277498368061;
var d = new MatrixNormal(m, v, k);
var x = Matrix<double>.Build.Dense(Rows, Cols);
x[0, 0] = 2;
x[0, 1] = 2;
AssertHelpers.AlmostEqualRelative(0.00015682927366491211, d.Density(x), 16);
}