| public diffusion ( double t, Vector x ) : Matrix | ||
| t | double | |
| x | Vector | |
| Результат | Matrix | |
public override Matrix diffusion(double t, Vector x)
{
Matrix tmp = sqrtCorrelation_;
for (int i=0; i<size(); ++i) {
double sigma = processes_[i].diffusion(t, x[i]);
for (int j= 0; j<tmp.columns(); j++) {
tmp[i,j] *= sigma;
}
}
return tmp;
}