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https://issues.apache.org/jira/browse/MATH-1382?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Gilles resolved MATH-1382.
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Resolution: Fixed
commit dff1a0953d97d46290750a46d01be1e1519ae698
Thanks for the report (and sorry for the delay in updating the code).
> MultivariateNormalDistribution.density() unnecessarily copies means array in
> loop
> ---------------------------------------------------------------------------------
>
> Key: MATH-1382
> URL: https://issues.apache.org/jira/browse/MATH-1382
> Project: Commons Math
> Issue Type: Improvement
> Affects Versions: 3.6.1
> Reporter: Stefan Bunk
> Priority: Trivial
> Labels: easyfix
> Fix For: 4.0
>
>
> In the class MultivariateNormalDistribution, the public method density()
> calls the private method getExponentTerm(), which first centers the given
> instance by the mean.
> However, it is using the method getMeans(), which creates a copy of means
> array each time, just for reading the i-th index.
> See
> https://github.com/apache/commons-math/blob/3.6.1-release/src/main/java/org/apache/commons/math3/distribution/MultivariateNormalDistribution.java#L238
> A solution should use the private variable `means` directly.
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