public void ProbabilityDensityFunctionTest2()
{
double[] mean = new double[64];
double[,] covariance = bigmatrix;
var target = new MultivariateNormalDistribution(mean, covariance);
double expected = double.PositiveInfinity;
double actual = target.ProbabilityDensityFunction(mean);
Assert.AreEqual(expected, actual, 0.00000001);
expected = 1053.6344885618446;
actual = target.LogProbabilityDensityFunction(mean);
Assert.AreEqual(expected, actual, 0.00000001);
double[] x = Matrix.Diagonal(covariance).Multiply(1.5945e7);
expected = 4.781042576287362e-12;
actual = target.ProbabilityDensityFunction(x);
Assert.AreEqual(expected, actual, 1e-21);
expected = System.Math.Log(4.781042576287362e-12);
actual = target.LogProbabilityDensityFunction(x);
Assert.AreEqual(expected, actual, 1e-10);
}