* @param m A covariance matrix.
* @throws IllegalArgumentException if <tt>eigen values equal to 0 found</tt>.
*/
public void setCovarianceMatrix(Matrix m) {
if (m.numRows() != m.numCols()) {
throw new CardinalityException(m.numRows(), m.numCols());
}
// See http://www.mlahanas.de/Math/svd.htm for details,
// which specifically details the case of covariance matrix inversion
// Complexity: O(min(nm2,mn2))
SingularValueDecomposition svd = new SingularValueDecomposition(m);