private static void GetProductMoments(Matrix A, Vector BMean, PositiveDefiniteMatrix BVariance, Vector mean, PositiveDefiniteMatrix variance)
{
// P.mean = A*B.mean
// P.var = A*B.var*A'
mean.SetToProduct(A, BMean);
if (UseAccurateMethod)
{
int dim = BVariance.Rows;
LowerTriangularMatrix cholesky = new LowerTriangularMatrix(dim, dim);
cholesky.SetToCholesky(BVariance);
Matrix AL = A * cholesky;
variance.SetToOuter(AL);
}
else
{
variance.SetToProduct(A, (A * BVariance).Transpose());
variance.Symmetrize();
}
}