code: private void init() {
          dim = mu.length;
          Cholesky cholesky = sigma.cholesky(false);
          sigmaInv = cholesky.inverse();
          sigmaDet = cholesky.det();
          sigmaL = cholesky.getL();
          pdfConstant = (dim * Math.log(2 * Math.PI) + Math.log(sigmaDet)) / 2.0;
      }
docs: Initialize the object.