MatrixNormalDistribution

MatrixNormalDistribution[Σrow,Σcol]

represents zero mean matrix normal distribution with row covariance matrix Σrow and column covariance matrix Σcol.

MatrixNormalDistribution[μ,Σrow,Σcol]

represents matrix normal distribution with mean matrix μ.

Details

Examples

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Basic Examples  (2)

Sample from matrix normal distribution:

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Out[1]=

Mean and variance:

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Out[1]//MatrixForm=
In[2]:=
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Out[2]//MatrixForm=

Scope  (7)

Applications  (2)

Properties & Relations  (6)

Possible Issues  (1)

See Also

MatrixTDistribution  WishartMatrixDistribution  GaussianOrthogonalMatrixDistribution  MatrixPropertyDistribution  MultinormalDistribution

Introduced in 2015
(10.3)
| Updated in 2017
(11.1)