This class provides basic functionality for a Multivariate Gaussian (Normal) Distribution. In
the event that the covariance matrix is singular, the density will be computed in a
reduced dimensional subspace under which the distribution is supported.
The mean vector of the distribution
The covariance matrix of the distribution
Returns the log-density of this multivariate Gaussian at given point, x
Returns density of this multivariate Gaussian at given point, x