int function ( ) { return normalized . length ; }
get the rank of the covariance matrix . the rank is the number of independent rows in the covariance matrix , it is also the number of columns of the root matrix . concode_field_sep double[] mean concode_elem_sep double[] normalized concode_elem_sep RealMatrix root concode_elem_sep NormalizedRandomGenerator generator concode_field_sep RealMatrix getRootMatrix concode_elem_sep NormalizedRandomGenerator getGenerator concode_elem_sep double[] nextVector