mirror of
https://github.com/apache/commons-math.git
synced 2025-02-07 10:38:55 +00:00
Fixed javadoc typos.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1043908 13f79535-47bb-0310-9956-ffa450edef68
This commit is contained in:
parent
5d2b33bd45
commit
d393072e58
@ -36,7 +36,7 @@ import org.apache.commons.math.util.FastMath;
|
|||||||
* interesting case is when the generated vector should be drawn from a <a
|
* interesting case is when the generated vector should be drawn from a <a
|
||||||
* href="http://en.wikipedia.org/wiki/Multivariate_normal_distribution">
|
* href="http://en.wikipedia.org/wiki/Multivariate_normal_distribution">
|
||||||
* Multivariate Normal Distribution</a>. The approach using a Cholesky
|
* Multivariate Normal Distribution</a>. The approach using a Cholesky
|
||||||
* decomposition is quite usual in this case. However, it cas be extended
|
* decomposition is quite usual in this case. However, it can be extended
|
||||||
* to other cases as long as the underlying random generator provides
|
* to other cases as long as the underlying random generator provides
|
||||||
* {@link NormalizedRandomGenerator normalized values} like {@link
|
* {@link NormalizedRandomGenerator normalized values} like {@link
|
||||||
* GaussianRandomGenerator} or {@link UniformRandomGenerator}.</p>
|
* GaussianRandomGenerator} or {@link UniformRandomGenerator}.</p>
|
||||||
@ -48,7 +48,7 @@ import org.apache.commons.math.util.FastMath;
|
|||||||
* should be null. Another non-conventional extension handling this case
|
* should be null. Another non-conventional extension handling this case
|
||||||
* is used here. Rather than computing <code>C = U<sup>T</sup>.U</code>
|
* is used here. Rather than computing <code>C = U<sup>T</sup>.U</code>
|
||||||
* where <code>C</code> is the covariance matrix and <code>U</code>
|
* where <code>C</code> is the covariance matrix and <code>U</code>
|
||||||
* is an uppertriangular matrix, we compute <code>C = B.B<sup>T</sup></code>
|
* is an upper-triangular matrix, we compute <code>C = B.B<sup>T</sup></code>
|
||||||
* where <code>B</code> is a rectangular matrix having
|
* where <code>B</code> is a rectangular matrix having
|
||||||
* more rows than columns. The number of columns of <code>B</code> is
|
* more rows than columns. The number of columns of <code>B</code> is
|
||||||
* the rank of the covariance matrix, and it is the dimension of the
|
* the rank of the covariance matrix, and it is the dimension of the
|
||||||
|
Loading…
x
Reference in New Issue
Block a user