MATH-1382: Unnecessary copying.

Thanks to Stefan Bunk for the report and fix.
Closes #42

src/changes/changes.xml

@@ -54,6 +54,10 @@ If the output is not quite correct, check for invisible trailing spaces!
     </release>
 
     <release version="4.0" date="XXXX-XX-XX" description="">
+      <action dev="erans" type="fix" issue="MATH-1382" due-to="Stefan Bunk">
+        "MultivariateNormalDistribution": performance improvement (by
+        removing unnecessary copying).
+      </action>
       <action dev="erans" type="fix" issue="MATH-1405" due-to="Daniil Finkel">
         "KolmogorovSmirnovTest": bug in "fixTies".
       </action>

src/main/java/org/apache/commons/math4/distribution/MultivariateNormalDistribution.java

@@ -211,7 +211,7 @@ public double[] sample() {
     private double getExponentTerm(final double[] values) {
         final double[] centered = new double[values.length];
         for (int i = 0; i < centered.length; i++) {
-            centered[i] = values[i] - getMeans()[i];
+            centered[i] = values[i] - means[i];
         }
         final double[] preMultiplied = covarianceMatrixInverse.preMultiply(centered);
         double sum = 0;