func MatrixT(M, Omega, Sigma *mx.DenseMatrix, n int) func() (T *mx.DenseMatrix) {
checkMatrixT(M, Omega, Sigma, n)
fmt.Println("M:", M)
fmt.Println("Sigma:", Sigma)
fmt.Println("Omega:", Omega)
p := M.Rows()
m := M.Cols()
OmegaInv, err := Omega.Inverse()
if err != nil {
panic(err)
}
Sdist := Wishart(n+p-1, OmegaInv)
Xdist := MatrixNormal(mx.Zeros(p, m), mx.Eye(p), Sigma)
return func() (T *mx.DenseMatrix) {
S := Sdist()
Sinv, err := S.Inverse()
if err != nil {
panic(err)
}
Sinvc, err := Sinv.Cholesky()
if err != nil {
panic(err)
}
X := Xdist()
fmt.Println("Sinvc:", Sinvc)
fmt.Println("X:", X)
T, err = Sinvc.Transpose().TimesDense(X)
if err != nil {
panic(err)
}
err = T.AddDense(M)
if err != nil {
panic(err)
}
return
}
}
func main() {
fmt.Println(mat.Eye(3))
}
