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Fixed javadoc typos.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1043908 13f79535-47bb-0310-9956-ffa450edef68
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@ -36,7 +36,7 @@ import org.apache.commons.math.util.FastMath;
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* interesting case is when the generated vector should be drawn from a <a
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* href="http://en.wikipedia.org/wiki/Multivariate_normal_distribution">
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* Multivariate Normal Distribution</a>. The approach using a Cholesky
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* decomposition is quite usual in this case. However, it cas be extended
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* decomposition is quite usual in this case. However, it can be extended
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* to other cases as long as the underlying random generator provides
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* {@link NormalizedRandomGenerator normalized values} like {@link
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* GaussianRandomGenerator} or {@link UniformRandomGenerator}.</p>
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@ -48,7 +48,7 @@ import org.apache.commons.math.util.FastMath;
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* should be null. Another non-conventional extension handling this case
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* is used here. Rather than computing <code>C = U<sup>T</sup>.U</code>
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* where <code>C</code> is the covariance matrix and <code>U</code>
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* is an uppertriangular matrix, we compute <code>C = B.B<sup>T</sup></code>
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* is an upper-triangular matrix, we compute <code>C = B.B<sup>T</sup></code>
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* where <code>B</code> is a rectangular matrix having
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* more rows than columns. The number of columns of <code>B</code> is
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* the rank of the covariance matrix, and it is the dimension of the
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