[ObsoleteAttribute("This is a deprecated method. use NextMultivariateNormal(Cholesky matrix)")]
public virtual double[] NextMultivariateNormal(
	int k,
	Cholesky matrix
)

<ObsoleteAttribute("This is a deprecated method. use NextMultivariateNormal(Cholesky matrix)")> _
Public Overridable Function NextMultivariateNormal ( _
	k As Integer, _
	matrix As Cholesky _
) As Double()

[ObsoleteAttribute(L"This is a deprecated method. use NextMultivariateNormal(Cholesky matrix)")]
public:
virtual array<double>^ NextMultivariateNormal(
	int k, 
	Cholesky^ matrix
)

Return Value

NextMultivariateNormal generates pseudorandom numbers from a multivariate normal distribution with mean vector consisting of all zeroes and variance-covariance matrix whose Cholesky factor (or "square root") is matrix; that is, matrix is an upper triangular matrix such that the transpose of matrix times matrix is the variance-covariance matrix. First, independent random normal deviates with mean 0 and variance 1 are generated, and then the matrix containing these deviates is post-multiplied by matrix.

Deviates from a multivariate normal distribution with means other than zero can be generated by using NextMultivariateNormal and then by adding the means to the deviates.