diff options
Diffstat (limited to 'numpy')
| -rw-r--r-- | numpy/random/_generator.pyx | 10 |
1 files changed, 8 insertions, 2 deletions
diff --git a/numpy/random/_generator.pyx b/numpy/random/_generator.pyx index a5ca1b9f1..83a4b2ad5 100644 --- a/numpy/random/_generator.pyx +++ b/numpy/random/_generator.pyx @@ -3549,8 +3549,8 @@ cdef class Generator: generalization of the one-dimensional normal distribution to higher dimensions. Such a distribution is specified by its mean and covariance matrix. These parameters are analogous to the mean - (average or "center") and variance (standard deviation, or "width," - squared) of the one-dimensional normal distribution. + (average or "center") and variance (the squared standard deviation, + or "width") of the one-dimensional normal distribution. Parameters ---------- @@ -3627,6 +3627,12 @@ cdef class Generator: nonnegative-definite). Otherwise, the behavior of this method is undefined and backwards compatibility is not guaranteed. + This function internally uses linear algebra routines, and thus results + may not be identical (even up to precision) across architectures, OSes, + or even builds. For example, this is likely if ``cov`` has multiple equal + singular values and ``method`` is ``'svd'`` (default). In this case, + ``method='cholesky'`` may be more robust. + References ---------- .. [1] Papoulis, A., "Probability, Random Variables, and Stochastic |