public static Matrix NormRand(Vector means, Vector stdDev, int n)
{
if (means.Length != stdDev.Length)
throw new InvalidOperationException("Invalid Dimensionality");
int d = means.Length;
var m = new double[n][];
for (int i = 0; i < n; i++)
{
m[i] = new double[d];
for (int j = 0; j < d; j++)
m[i][j] = Sampling.GetNormal(means[j], stdDev[j]);
}
return new Matrix { _matrix = m, _asTransposeRef = false, Cols = d, Rows = n };
}