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MatrixGaussianDistribution


class MatrixGaussianDistribution<Arg1, Arg2, Arg3>(M:Arg1, U:Arg2, V:Arg3) < Distribution<Real[_,_]>

Matrix Gaussian distribution.

Member Variables

Name Description
M:Arg1 Mean.
U:Arg2 Among-row covariance.
V:Arg3 Among-column covariance.