for (int i = 0; i < D.rows(); ++i) {
lambda[i] = D.getQuick (i, i);
D.setQuick (i, i, Math.sqrt (D.getQuick (i, i)));
}
DoubleMatrix2D P = svd.getV();
return P.zMult (D, null);
}
private void initL() {
if (mu.length != sigma.rows() || mu.length != sigma.columns())
throw new IllegalArgumentException