Bug in Multivariate Gaussian

[chrisgioia64]

On master branch (#cc91a3cfbeeb12cbf3f), the multivariate gaussian is running normally for a negative covariance.

fixed RealMatrix mu = [1; 1];
fixed RealMatrix cov = [1, 0; 0, -1];

random RealMatrix x ~ MultivarGaussian(mu, cov);
query x;

[lileicc]

It will be fixed.

[lileicc]

No need to test master, just test new distrib. Actually I would suggest testing existing examples in example/ and example_wip/. just make sure they could work. And then we merge these pull. We can do regression test later. Since the error printing branch introduced changes as well.

Lei

On Jun 25, 2014, at 2:38 PM, Christopher Gioia notifications@github.com wrote:

On master branch (#cc91a3cfbeeb12cbf3f), the multivariate gaussian is running normally for a negative covariance.

fixed RealMatrix mu = [1; 1]; fixed RealMatrix cov = [1, 0; 0, -1];

random RealMatrix x ~ MultivarGaussian(mu, cov); query x; — Reply to this email directly or view it on GitHub.

[cberzan]

Non-PSD covariance still accepted in latest master.

[lileicc]

moving to next release.

[lileicc]

the chol() is supposed to fail. but it didnot.