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quick fix to noise process correlation
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ChrisRackauckas committed Apr 11, 2017
1 parent 9c0275d commit be480ec
Showing 1 changed file with 1 addition and 1 deletion.
2 changes: 1 addition & 1 deletion src/noise_process.jl
Original file line number Diff line number Diff line change
Expand Up @@ -49,7 +49,7 @@ function construct_correlated_noisefunc(Γ::AbstractArray)
γ = svdfact(Γ)
A = γ[:U]*Diagonal(γ[:S])
b = Vector{eltype(Γ)}(size(Γ,1))
noise_func! = function (a)
noise_func! = function (a,integrator)
randn!(b)
A_mul_B!(a,A,b)
end
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