if (mean.length != order) {
throw new DimensionMismatchException(mean.length, order);
}
this.mean = mean.clone();
final RectangularCholeskyDecomposition decomposition =
new RectangularCholeskyDecomposition(covariance, small);
root = decomposition.getRootMatrix();
this.generator = generator;
normalized = new double[decomposition.getRank()];
}