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Posted to issues@commons.apache.org by "Rob Tompkins (JIRA)" <ji...@apache.org> on 2017/04/22 14:21:04 UTC

[jira] [Updated] (MATH-1382) MultivariateNormalDistribution.density() unnecessarily copies means array in loop

     [ https://issues.apache.org/jira/browse/MATH-1382?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]

Rob Tompkins updated MATH-1382:
-------------------------------
    Fix Version/s: 4.0

> MultivariateNormalDistribution.density() unnecessarily copies means array in loop
> ---------------------------------------------------------------------------------
>
>                 Key: MATH-1382
>                 URL: https://issues.apache.org/jira/browse/MATH-1382
>             Project: Commons Math
>          Issue Type: Improvement
>    Affects Versions: 3.6.1
>            Reporter: Stefan Bunk
>            Priority: Trivial
>              Labels: easyfix
>             Fix For: 4.0
>
>
> In the class MultivariateNormalDistribution, the public method density() calls the private method getExponentTerm(), which first centers the given instance by the mean.
> However, it is using the method getMeans(), which creates a copy of means array each time, just for reading the i-th index.
> See https://github.com/apache/commons-math/blob/3.6.1-release/src/main/java/org/apache/commons/math3/distribution/MultivariateNormalDistribution.java#L238
> A solution should use the private variable `means` directly.



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