scirs2-linalg 0.4.2

//! Matrix-variate distributions
//!
//! This module provides implementations of probability distributions that operate
//! on matrices, including the Wishart distribution, matrix normal distribution,
//! and inverse Wishart distribution.

use scirs2_core::ndarray::{Array2, ArrayView2};
use scirs2_core::numeric::{Float, One, Zero};
use std::f64::consts::PI;

use crate::basic::{det, inv};
use crate::decomposition::cholesky;
use crate::error::{LinalgError, LinalgResult};
use crate::random::random_normalmatrix;

/// Parameters for a matrix normal distribution
///
/// A matrix normal distribution N(M, U, V) has mean matrix M,
/// row covariance U, and column covariance V.
#[derive(Debug, Clone)]
pub struct MatrixNormalParams<F: Float> {
    /// Mean matrix
    pub mean: Array2<F>,
    /// Row covariance matrix
    pub row_cov: Array2<F>,
    /// Column covariance matrix  
    pub col_cov: Array2<F>,
}

impl<F: Float + Zero + One + Copy + std::fmt::Debug + std::fmt::Display> MatrixNormalParams<F> {
    /// Create new matrix normal parameters
    ///
    /// # Arguments
    ///
    /// * `mean` - Mean matrix of shape (m, n)
    /// * `row_cov` - Row covariance matrix of shape (m, m)
    /// * `col_cov` - Column covariance matrix of shape (n, n)
    ///
    /// # Returns
    ///
    /// * Matrix normal parameters
    pub fn new(_mean: Array2<F>, row_cov: Array2<F>, colcov: Array2<F>) -> LinalgResult<Self> {
        let (m, n) = _mean.dim();

        if row_cov.dim() != (m, m) {
            return Err(LinalgError::ShapeError(format!(
                "Row covariance must be {}x{}, got {:?}",
                m,
                m,
                row_cov.dim()
            )));
        }

        if colcov.dim() != (n, n) {
            return Err(LinalgError::ShapeError(format!(
                "Column covariance must be {}x{}, got {:?}",
                n,
                n,
                colcov.dim()
            )));
        }

        Ok(Self {
            mean: _mean,
            row_cov,
            col_cov: colcov,
        })
    }
}

/// Parameters for a Wishart distribution
///
/// A Wishart distribution W(V, n) has scale matrix V and degrees of freedom n.
#[derive(Debug, Clone)]
pub struct WishartParams<F: Float> {
    /// Scale matrix (positive definite)
    pub scale: Array2<F>,
    /// Degrees of freedom
    pub dof: F,
}

impl<F: Float + Zero + One + Copy + std::fmt::Debug + std::fmt::Display> WishartParams<F> {
    /// Create new Wishart parameters
    ///
    /// # Arguments
    ///
    /// * `scale` - Scale matrix (must be positive definite)
    /// * `dof` - Degrees of freedom (must be > p-1 where p is matrix dimension)
    ///
    /// # Returns
    ///
    /// * Wishart parameters
    pub fn new(scale: Array2<F>, dof: F) -> LinalgResult<Self> {
        let p = scale.nrows();

        if scale.nrows() != scale.ncols() {
            return Err(LinalgError::ShapeError(
                "Scale matrix must be square".to_string(),
            ));
        }

        let min_dof = F::from(p).expect("Failed to convert to float") - F::one();
        if dof <= min_dof {
            return Err(LinalgError::InvalidInputError(format!(
                "Degrees of freedom must be > {min_dof}, got {dof:?}"
            )));
        }

        Ok(Self { scale, dof })
    }
}

/// Compute the log probability density function for a matrix normal distribution
///
/// # Arguments
///
/// * `x` - Matrix to evaluate
/// * `params` - Matrix normal distribution parameters
///
/// # Returns
///
/// * Log probability density
#[allow(dead_code)]
pub fn matrix_normal_logpdf<F>(x: &ArrayView2<F>, params: &MatrixNormalParams<F>) -> LinalgResult<F>
where
    F: Float
        + Zero
        + One
        + Copy
        + std::fmt::Debug
        + scirs2_core::ndarray::ScalarOperand
        + scirs2_core::numeric::FromPrimitive
        + scirs2_core::numeric::NumAssign
        + std::iter::Sum
        + Send
        + Sync
        + 'static,
{
    let (m, n) = x.dim();

    if params.mean.dim() != (m, n) {
        return Err(LinalgError::ShapeError(format!(
            "Matrix dimensions don't match: x is {}x{}, mean is {:?}",
            m,
            n,
            params.mean.dim()
        )));
    }

    // Compute the centered matrix: X - M
    let centered = x - &params.mean;

    // Compute log determinants
    let log_det_u = det(&params.row_cov.view(), None)?.ln();
    let log_det_v = det(&params.col_cov.view(), None)?.ln();

    // Compute inverse matrices
    let u_inv = inv(&params.row_cov.view(), None)?;
    let v_inv = inv(&params.col_cov.view(), None)?;

    // Compute the quadratic form: tr(V^{-1} * X^T * U^{-1} * X)
    let temp1 = centered.t().dot(&u_inv);
    let temp2 = temp1.dot(&centered);
    let quad_form = v_inv.dot(&temp2).diag().sum();

    // Compute the normalizing constant
    let log_2pi = F::from(2.0 * PI).expect("Failed to convert to float").ln();
    let normalizer = -F::from(m * n).expect("Failed to convert to float")
        * F::from(0.5).expect("Failed to convert constant to float")
        * log_2pi
        - F::from(n).expect("Failed to convert to float")
            * F::from(0.5).expect("Failed to convert constant to float")
            * log_det_u
        - F::from(m).expect("Failed to convert to float")
            * F::from(0.5).expect("Failed to convert constant to float")
            * log_det_v;

    Ok(normalizer - F::from(0.5).expect("Failed to convert constant to float") * quad_form)
}

/// Compute the log probability density function for a Wishart distribution
///
/// # Arguments
///
/// * `x` - Matrix to evaluate (must be positive definite)
/// * `params` - Wishart distribution parameters
///
/// # Returns
///
/// * Log probability density
#[allow(dead_code)]
pub fn wishart_logpdf<F>(x: &ArrayView2<F>, params: &WishartParams<F>) -> LinalgResult<F>
where
    F: Float
        + Zero
        + One
        + Copy
        + std::fmt::Debug
        + scirs2_core::ndarray::ScalarOperand
        + scirs2_core::numeric::FromPrimitive
        + scirs2_core::numeric::NumAssign
        + std::iter::Sum
        + Send
        + Sync
        + 'static,
{
    let p = x.nrows();

    if x.nrows() != x.ncols() {
        return Err(LinalgError::ShapeError(
            "Matrix must be square for Wishart distribution".to_string(),
        ));
    }

    if params.scale.dim() != (p, p) {
        return Err(LinalgError::ShapeError(format!(
            "Scale matrix dimension mismatch: expected {}x{}, got {:?}",
            p,
            p,
            params.scale.dim()
        )));
    }

    // Compute log determinants
    let log_det_x = det(x, None)?.ln();
    let log_det_v = det(&params.scale.view(), None)?.ln();

    // Compute the trace term: tr(V^{-1} * X)
    let v_inv = inv(&params.scale.view(), None)?;
    let trace_term = v_inv.dot(x).diag().sum();

    // Compute the log normalizing constant
    let log_gamma_p = multivariate_log_gamma(params.dof, p)?;
    let log_2 = F::from(2.0)
        .expect("Failed to convert constant to float")
        .ln();

    let log_normalizer = params.dof
        * F::from(p).expect("Failed to convert to float")
        * F::from(0.5).expect("Failed to convert constant to float")
        * log_2
        + F::from(0.25).expect("Failed to convert constant to float")
            * F::from(p * (p - 1)).expect("Operation failed")
            * F::from(PI).expect("Failed to convert to float").ln()
        + log_gamma_p
        + params.dof * F::from(0.5).expect("Failed to convert constant to float") * log_det_v;

    // Compute the main term
    let main_term = (params.dof - F::from(p + 1).expect("Failed to convert to float"))
        * F::from(0.5).expect("Failed to convert constant to float")
        * log_det_x
        - F::from(0.5).expect("Failed to convert constant to float") * trace_term;

    Ok(main_term - log_normalizer)
}

/// Sample from a matrix normal distribution
///
/// # Arguments
///
/// * `params` - Matrix normal distribution parameters
/// * `rng_seed` - Optional random seed
///
/// # Returns
///
/// * Random matrix sample
#[allow(dead_code)]
pub fn samplematrix_normal<F>(
    params: &MatrixNormalParams<F>,
    rng_seed: Option<u64>,
) -> LinalgResult<Array2<F>>
where
    F: Float
        + Zero
        + One
        + Copy
        + std::fmt::Debug
        + scirs2_core::ndarray::ScalarOperand
        + scirs2_core::numeric::FromPrimitive
        + scirs2_core::numeric::NumAssign
        + std::iter::Sum
        + Send
        + Sync
        + 'static,
{
    let (m, n) = params.mean.dim();

    // Generate standard normal matrix
    let z = random_normalmatrix((m, n), rng_seed)?;

    // Compute Cholesky factorizations
    let l_u = cholesky(&params.row_cov.view(), None)?;
    let l_v = cholesky(&params.col_cov.view(), None)?;

    // Transform: X = M + L_U * Z * L_V^T
    let temp = l_u.dot(&z);
    let sample = &params.mean + &temp.dot(&l_v.t());

    Ok(sample)
}

/// Sample from a Wishart distribution using the Bartlett decomposition
///
/// # Arguments
///
/// * `params` - Wishart distribution parameters
/// * `rng_seed` - Optional random seed
///
/// # Returns
///
/// * Random positive definite matrix sample
#[allow(dead_code)]
pub fn sample_wishart<F>(
    params: &WishartParams<F>,
    rng_seed: Option<u64>,
) -> LinalgResult<Array2<F>>
where
    F: Float
        + Zero
        + One
        + Copy
        + std::fmt::Debug
        + scirs2_core::ndarray::ScalarOperand
        + scirs2_core::numeric::FromPrimitive
        + scirs2_core::numeric::NumAssign
        + std::iter::Sum
        + Send
        + Sync
        + 'static,
{
    let p = params.scale.nrows();

    // Use Bartlett decomposition method
    // Generate lower triangular matrix A where:
    // - A[i,i] ~ Chi(nu - i) for i = 0..p-1
    // - A[i,j] ~ N(0,1) for i > j
    // - A[i,j] = 0 for i < j

    let mut a = Array2::zeros((p, p));

    // Fill lower triangular part with random values
    // This is a simplified version - in practice you'd use proper random distributions
    let z = random_normalmatrix::<F>((p, p), rng_seed)?;

    for i in 0..p {
        for j in 0..=i {
            if i == j {
                // Diagonal: Chi-distributed (approximated as |N(0,1)| * sqrt(nu-i))
                let chi_approx = z[[i, j]].abs()
                    * (params.dof - F::from(i).expect("Failed to convert to float")).sqrt();
                a[[i, j]] = chi_approx;
            } else {
                // Off-diagonal: standard normal
                a[[i, j]] = z[[i, j]];
            }
        }
    }

    // Compute Cholesky factor of scale matrix
    let l = cholesky(&params.scale.view(), None)?;

    // Compute the Wishart sample: L * A * A^T * L^T
    let temp = l.dot(&a);
    let sample = temp.dot(&temp.t());

    Ok(sample)
}

/// Compute the multivariate log gamma function
///
/// Γ_p(x) = π^{p(p-1)/4} * ∏_{j=1}^p Γ(x + (1-j)/2)
#[allow(dead_code)]
fn multivariate_log_gamma<F>(x: F, p: usize) -> LinalgResult<F>
where
    F: Float + Zero + One + Copy + std::fmt::Debug + scirs2_core::numeric::FromPrimitive,
{
    let log_pi = F::from(PI).expect("Failed to convert to float").ln();
    let mut result = F::from(p * (p - 1)).expect("Operation failed")
        * F::from(0.25).expect("Failed to convert constant to float")
        * log_pi;

    for j in 1..=p {
        let arg = x
            + (F::one() - F::from(j).expect("Failed to convert to float"))
                * F::from(0.5).expect("Failed to convert constant to float");
        // Use log-gamma approximation (Stirling's formula for large values)
        let log_gamma_approx = if arg > F::one() {
            (arg - F::from(0.5).expect("Failed to convert constant to float")) * arg.ln() - arg
                + F::from(0.5).expect("Failed to convert constant to float")
                    * F::from(2.0 * PI).expect("Failed to convert to float").ln()
        } else {
            F::zero() // Simplified for small values
        };
        result = result + log_gamma_approx;
    }

    Ok(result)
}

#[cfg(test)]
mod tests {
    use super::*;
    use approx::assert_abs_diff_eq;
    use scirs2_core::ndarray::array;

    #[test]
    fn testmatrix_normal_params() {
        let mean = array![[1.0, 2.0], [3.0, 4.0]];
        let row_cov = array![[1.0, 0.0], [0.0, 1.0]];
        let col_cov = array![[2.0, 0.0], [0.0, 2.0]];

        let params = MatrixNormalParams::new(mean, row_cov, col_cov).expect("Operation failed");
        assert_eq!(params.mean.dim(), (2, 2));
        assert_eq!(params.row_cov.dim(), (2, 2));
        assert_eq!(params.col_cov.dim(), (2, 2));
    }

    #[test]
    fn test_wishart_params() {
        let scale = array![[2.0, 0.0], [0.0, 2.0]];
        let dof = 3.0;

        let params = WishartParams::new(scale, dof).expect("Operation failed");
        assert_abs_diff_eq!(params.dof, 3.0, epsilon = 1e-10);
        assert_eq!(params.scale.dim(), (2, 2));
    }

    #[test]
    fn testmatrix_normal_logpdf() {
        let x = array![[1.0, 0.0], [0.0, 1.0]];
        let mean = array![[0.0, 0.0], [0.0, 0.0]];
        let row_cov = array![[1.0, 0.0], [0.0, 1.0]];
        let col_cov = array![[1.0, 0.0], [0.0, 1.0]];

        let params = MatrixNormalParams::new(mean, row_cov, col_cov).expect("Operation failed");
        let logpdf = matrix_normal_logpdf(&x.view(), &params).expect("Operation failed");

        // Should be a finite value for valid inputs
        assert!(logpdf.is_finite());
    }

    #[test]
    fn test_samplematrix_normal() {
        let mean = array![[0.0, 0.0], [0.0, 0.0]];
        let row_cov = array![[1.0, 0.0], [0.0, 1.0]];
        let col_cov = array![[1.0, 0.0], [0.0, 1.0]];

        let params = MatrixNormalParams::new(mean, row_cov, col_cov).expect("Operation failed");
        let sample = samplematrix_normal(&params, Some(42)).expect("Operation failed");

        assert_eq!(sample.dim(), (2, 2));
        assert!(sample.iter().all(|&x| x.is_finite()));
    }
}

/// Inverse Wishart distribution parameters
#[derive(Debug, Clone)]
pub struct InverseWishartParams<F: Float> {
    /// Scale matrix (must be positive definite)
    pub scale: Array2<F>,
    /// Degrees of freedom (must be > dimension - 1)
    pub dof: F,
}

impl<F: Float + Zero + One + Copy + std::fmt::Debug + std::fmt::Display> InverseWishartParams<F> {
    /// Create new inverse Wishart parameters with validation
    ///
    /// # Arguments
    ///
    /// * `scale` - Scale matrix (must be positive definite)
    /// * `dof` - Degrees of freedom (must be > dimension - 1)
    ///
    /// # Returns
    ///
    /// * Validated InverseWishartParams
    pub fn new(scale: Array2<F>, dof: F) -> LinalgResult<Self> {
        if scale.nrows() != scale.ncols() {
            return Err(LinalgError::ShapeError(format!(
                "Scale matrix must be square, got shape {:?}",
                scale.shape()
            )));
        }

        let p = F::from(scale.nrows()).expect("Operation failed");
        if dof <= p - F::one() {
            return Err(LinalgError::InvalidInputError(format!(
                "Degrees of freedom must be > dimension - 1, got dof = {} for dimension {}",
                dof,
                scale.nrows()
            )));
        }

        Ok(InverseWishartParams { scale, dof })
    }
}

/// Compute the log probability density of an inverse Wishart distribution
///
/// For an inverse Wishart distribution IW(Ψ, ν), computes log p(X|Ψ, ν)
///
/// # Arguments
///
/// * `x` - Input matrix (must be positive definite)
/// * `params` - Inverse Wishart parameters
///
/// # Returns
///
/// * Log probability density
#[allow(dead_code)]
pub fn inverse_wishart_logpdf<F>(
    x: &ArrayView2<F>,
    params: &InverseWishartParams<F>,
) -> LinalgResult<F>
where
    F: Float
        + Zero
        + One
        + Copy
        + std::fmt::Debug
        + std::fmt::Display
        + scirs2_core::numeric::NumAssign
        + std::iter::Sum
        + 'static
        + Send
        + Sync
        + scirs2_core::ndarray::ScalarOperand,
{
    let p = F::from(x.nrows()).expect("Operation failed");
    let nu = params.dof;

    // Compute log determinant of X
    let log_det_x = det(x, None)?.ln();
    if !log_det_x.is_finite() {
        return Err(LinalgError::ComputationError(
            "Matrix must be positive definite".to_string(),
        ));
    }

    // Compute log determinant of scale matrix
    let log_det_psi = det(&params.scale.view(), None)?.ln();
    if !log_det_psi.is_finite() {
        return Err(LinalgError::ComputationError(
            "Scale matrix must be positive definite".to_string(),
        ));
    }

    // Compute X^{-1}
    let x_inv = inv(x, None)?;

    // Compute trace(Ψ * X^{-1})
    let psi_x_inv = params.scale.dot(&x_inv);
    let trace_psi_x_inv = (0..psi_x_inv.nrows()).map(|i| psi_x_inv[[i, i]]).sum::<F>();

    // Compute normalization constant
    let half = F::from(0.5).expect("Failed to convert constant to float");
    let two = F::from(2.0).expect("Failed to convert constant to float");
    let pi = F::from(PI).expect("Failed to convert to float");

    // Log normalization: nu/2 * log|Ψ| - nu*p/2 * log(2) - p(p-1)/4 * log(π) - log Γ_p(ν/2)
    let log_norm = half * nu * log_det_psi
        - half * nu * p * two.ln()
        - F::from(0.25).expect("Failed to convert constant to float")
            * p
            * (p - F::one())
            * pi.ln();

    // For simplicity, we approximate the multivariate gamma function using Stirling's approximation
    // This is not exact but gives a reasonable approximation for moderate dimensions
    let mut log_gamma_p = F::zero();
    for j in 0..p.to_usize().expect("Operation failed") {
        let arg = half * (nu - F::from(j).expect("Failed to convert to float"));
        if arg > F::one() {
            // Stirling's approximation: ln Γ(x) ≈ (x - 0.5) ln(x) - x + 0.5 ln(2π)
            let ln_2pi = F::from(2.0 * PI).expect("Failed to convert to float").ln();
            log_gamma_p += (arg - half) * arg.ln() - arg + half * ln_2pi;
        }
    }

    // Final log density
    let log_density =
        log_norm - log_gamma_p - half * (nu + p + F::one()) * log_det_x - half * trace_psi_x_inv;

    Ok(log_density)
}

/// Matrix-variate Student's t-distribution parameters
#[derive(Debug, Clone)]
pub struct MatrixTParams<F: Float> {
    /// Location matrix
    pub location: Array2<F>,
    /// Scale matrix U (row covariance)
    pub scale_u: Array2<F>,
    /// Scale matrix V (column covariance)  
    pub scale_v: Array2<F>,
    /// Degrees of freedom
    pub dof: F,
}

impl<F: Float + Zero + One + Copy + std::fmt::Debug + std::fmt::Display> MatrixTParams<F> {
    /// Create new matrix t-distribution parameters with validation
    pub fn new(
        location: Array2<F>,
        scale_u: Array2<F>,
        scale_v: Array2<F>,
        dof: F,
    ) -> LinalgResult<Self> {
        if location.nrows() != scale_u.nrows() || location.ncols() != scale_v.nrows() {
            return Err(LinalgError::ShapeError(
                "Incompatible matrix dimensions".to_string(),
            ));
        }

        if scale_u.nrows() != scale_u.ncols() || scale_v.nrows() != scale_v.ncols() {
            return Err(LinalgError::ShapeError(
                "Scale matrices must be square".to_string(),
            ));
        }

        if dof <= F::zero() {
            return Err(LinalgError::InvalidInputError(
                "Degrees of freedom must be positive".to_string(),
            ));
        }

        Ok(MatrixTParams {
            location,
            scale_u,
            scale_v,
            dof,
        })
    }
}

/// Compute the log probability density of a matrix t-distribution
///
/// # Arguments
///
/// * `x` - Input matrix
/// * `params` - Matrix t-distribution parameters
///
/// # Returns
///
/// * Log probability density
#[allow(dead_code)]
pub fn matrix_t_logpdf<F>(x: &ArrayView2<F>, params: &MatrixTParams<F>) -> LinalgResult<F>
where
    F: Float
        + Zero
        + One
        + Copy
        + std::fmt::Debug
        + std::fmt::Display
        + scirs2_core::numeric::NumAssign
        + std::iter::Sum
        + 'static
        + Send
        + Sync
        + scirs2_core::ndarray::ScalarOperand,
{
    let (n, p) = (x.nrows(), x.ncols());
    let nu = params.dof;

    // Compute residual matrix: X - M
    let residual = x - &params.location;

    // Compute U^{-1} and V^{-1}
    let u_inv = inv(&params.scale_u.view(), None)?;
    let v_inv = inv(&params.scale_v.view(), None)?;

    // Compute the quadratic form: tr((X-M)^T U^{-1} (X-M) V^{-1})
    let temp1 = u_inv.dot(&residual);
    let temp2 = temp1.t().dot(&residual);
    let temp3 = temp2.dot(&v_inv);

    let quadratic_form = (0..temp3.nrows()).map(|i| temp3[[i, i]]).sum::<F>();

    // Compute log determinants
    let log_det_u = det(&params.scale_u.view(), None)?.ln();
    let log_det_v = det(&params.scale_v.view(), None)?.ln();

    // Compute normalization constant (approximated)
    let half = F::from(0.5).expect("Failed to convert constant to float");
    let pi = F::from(PI).expect("Failed to convert to float");
    let n_f = F::from(n).expect("Failed to convert to float");
    let p_f = F::from(p).expect("Failed to convert to float");

    // Log normalization is complex for matrix t-distribution
    // This is a simplified approximation
    let log_norm = -half * n_f * log_det_u - half * p_f * log_det_v - half * n_f * p_f * pi.ln();

    // Final log density (simplified)
    let log_density =
        log_norm - half * (nu + n_f + p_f - F::one()) * (F::one() + quadratic_form / nu).ln();

    Ok(log_density)
}

#[cfg(test)]
mod extended_tests {
    use super::*;
    use scirs2_core::ndarray::array;

    #[test]
    fn test_inverse_wishart_params() {
        let scale = array![[2.0, 0.5], [0.5, 1.0]];
        let dof = 5.0;

        let params = InverseWishartParams::new(scale, dof).expect("Operation failed");
        assert_eq!(params.dof, 5.0);

        // Test invalid degrees of freedom
        let invalid_params = InverseWishartParams::new(params.scale.clone(), 1.0);
        assert!(invalid_params.is_err());
    }

    #[test]
    fn testmatrix_t_params() {
        let location = array![[0.0, 0.0], [0.0, 0.0]];
        let scale_u = array![[1.0, 0.0], [0.0, 1.0]];
        let scale_v = array![[1.0, 0.0], [0.0, 1.0]];
        let dof = 3.0;

        let params = MatrixTParams::new(location, scale_u, scale_v, dof).expect("Operation failed");
        assert_eq!(params.dof, 3.0);

        // Test invalid degrees of freedom
        let invalid_params = MatrixTParams::new(
            params.location.clone(),
            params.scale_u.clone(),
            params.scale_v.clone(),
            -1.0,
        );
        assert!(invalid_params.is_err());
    }

    #[test]
    fn test_inverse_wishart_logpdf() {
        let x = array![[2.0, 0.5], [0.5, 1.5]];
        let scale = array![[1.0, 0.0], [0.0, 1.0]];
        let params = InverseWishartParams::new(scale, 5.0).expect("Operation failed");

        let logpdf = inverse_wishart_logpdf(&x.view(), &params).expect("Operation failed");
        assert!(logpdf.is_finite());
    }

    #[test]
    fn testmatrix_t_logpdf() {
        let x = array![[1.0, 0.5], [0.5, 1.0]];
        let location = array![[0.0, 0.0], [0.0, 0.0]];
        let scale_u = array![[1.0, 0.0], [0.0, 1.0]];
        let scale_v = array![[1.0, 0.0], [0.0, 1.0]];
        let params = MatrixTParams::new(location, scale_u, scale_v, 3.0).expect("Operation failed");

        let logpdf = matrix_t_logpdf(&x.view(), &params).expect("Operation failed");
        assert!(logpdf.is_finite());
    }
}