Function wiener_eigenfunctions 

pub fn wiener_eigenfunctions(t: &[f64], m: usize) -> FdMatrix

Compute Wiener process eigenfunctions on [0,1].

The Wiener (Brownian motion) eigenfunctions are: φ_k(t) = √2 sin((k - 0.5)πt)

These are the eigenfunctions of the covariance kernel K(s,t) = min(s,t).

Arguments

• t - Evaluation points in [0,1]
• m - Number of eigenfunctions

Returns

FdMatrix of size len(t) × m