function

LinearAlgebra.transformCovariance

Covariance under a linear map

Public declarations

Explicit source declarations; dimensions, modifications and defaults are shown as written, without evaluation.

Role	Name	Type	Dimensions / attributes / default
input	`transform`	`Real`	`[:, :]`
input	`covariance`	`Real`	`[size(transform, 2), size(transform, 2)]`
output	`transformedCovariance`	`Real`	`[size(transform, 1), size(transform, 1)]`

Modelica declarations and implementation

Show parameters, interfaces and source

Parameters, inputs, outputs, defaults and equations from the source file.

function transformCovariance "Covariance under a linear map"
  input Real transform[:, :];
  input Real covariance[size(transform, 2), size(transform, 2)];
  output Real transformedCovariance[size(transform, 1), size(transform, 1)];
protected
  Real product[size(transform, 1), size(transform, 2)];
algorithm
  product := transform * covariance;
  transformedCovariance := product * transpose(transform);
  annotation(Inline=false);
end transformCovariance;