| public covariance ( double t0, Vector x0, double dt ) : Matrix | ||
| t0 | double | |
| x0 | Vector | |
| dt | double | |
| Результат | Matrix | |
public override Matrix covariance(double t0, Vector x0, double dt)
{
Matrix tmp = stdDeviation(t0, x0, dt);
return tmp*Matrix.transpose(tmp);
}