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| author | Charles Harris <charlesr.harris@gmail.com> | 2020-04-04 19:57:55 -0600 |
|---|---|---|
| committer | GitHub <noreply@github.com> | 2020-04-04 19:57:55 -0600 |
| commit | 569dfcd79aeb2a584e008861e5e29b7b5115d94e (patch) | |
| tree | 931c0e7de585caecf890a48c3c11809642ed7e93 /numpy/random/_generator.pyx | |
| parent | 063b3140ec3792f0420da9f386d8240693213ec9 (diff) | |
| parent | 72457f01832d10c72a1839aafc178cf4f53449cb (diff) | |
| download | numpy-569dfcd79aeb2a584e008861e5e29b7b5115d94e.tar.gz | |
Merge pull request #15872 from Balandat/fix_eigh_mvn_sampling
BUG: Fix eigh and cholesky methods of numpy.random.multivariate_normal
Diffstat (limited to 'numpy/random/_generator.pyx')
| -rw-r--r-- | numpy/random/_generator.pyx | 5 |
1 files changed, 2 insertions, 3 deletions
diff --git a/numpy/random/_generator.pyx b/numpy/random/_generator.pyx index 7766f8b8c..6b8a2f70b 100644 --- a/numpy/random/_generator.pyx +++ b/numpy/random/_generator.pyx @@ -3537,10 +3537,9 @@ cdef class Generator: # approximately zero or when the covariance is not positive-semidefinite _factor = u * np.sqrt(abs(s)) else: - _factor = np.sqrt(s)[:, None] * vh + _factor = u * np.sqrt(s) - x = np.dot(x, _factor) - x += mean + x = mean + x @ _factor.T x.shape = tuple(final_shape) return x |