QLNet.StochasticProcessArray.StochasticProcessArray C# (CSharp) Method

StochasticProcessArray() public method

public StochasticProcessArray ( List processes, Matrix correlation ) : System
processes List
correlation Matrix
return System
        public StochasticProcessArray(List<StochasticProcess1D> processes, Matrix correlation)
        {
            processes_ = processes;
            sqrtCorrelation_ = MatrixUtilitites.pseudoSqrt(correlation, MatrixUtilitites.SalvagingAlgorithm.Spectral);

            if (processes.Count == 0)
                throw new ApplicationException("no processes given");
            if(correlation.rows() != processes.Count)
                throw new ApplicationException("mismatch between number of processes and size of correlation matrix");
            for (int i=0; i<processes_.Count; i++)
                processes_[i].registerWith(update);
        }