| Package | Description | 
|---|---|
| org.apache.commons.math3.distribution | Implementations of common discrete and continuous distributions. | 
| org.apache.commons.math3.linear | Linear algebra support. | 
| Constructor and Description | 
|---|
| MultivariateNormalDistribution(double[] means,
                              double[][] covariances)Creates a multivariate normal distribution with the given mean vector and
 covariance matrix. | 
| MultivariateNormalDistribution(RandomGenerator rng,
                              double[] means,
                              double[][] covariances)Creates a multivariate normal distribution with the given mean vector and
 covariance matrix. | 
| Constructor and Description | 
|---|
| RectangularCholeskyDecomposition(RealMatrix matrix)Decompose a symmetric positive semidefinite matrix. | 
| RectangularCholeskyDecomposition(RealMatrix matrix,
                                double small)Decompose a symmetric positive semidefinite matrix. | 
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