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What is equivalent of minimum value for sigma in matrix mode? #7

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mars0i opened this issue Oct 3, 2016 · 0 comments
Open

What is equivalent of minimum value for sigma in matrix mode? #7

mars0i opened this issue Oct 3, 2016 · 0 comments
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@mars0i
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mars0i commented Oct 3, 2016

That sigma's determinant > 0 (or > than some larger number)? This should at least be required, since otherwise division by zero is possible. But should sigma also be positive definite? Currently I don't limit the value of sigma, so you just have to stop the simulation before it gets below zero and makes things wacky.

@mars0i mars0i added the question label Oct 3, 2016
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