Pelsser.SquaredGaussianModel.va C# (CSharp) Method

va() public method

This function defines the drift in the Pelsser Markov process. The formula to calculate the A component is A = - alpha * previous State. This is the version which handles a vectorial execution.
public va ( int i, Matrix x, Matrix a ) : void
i int The parameter is not used.
x Matrix The state Matrix at the previous state.
a Matrix The output of the function.
return void
        public void va(int i, Matrix x, Matrix a)
        {
            VectorNP x1 = new VectorNP(x.GetRowReference(0));
            VectorNP tmp = -this.alpha1Temp * x1;
            tmp.CopyTo(a);
        }