Multivariate Normal distribution. More...

#include <vsmc/rng/internal/common.hpp>

Classes
class	param_type

Public Types
using	distribution_type = NormalMVDistribution< RealType, Dim >

using	result_type = RealType

Public Member Functions
	NormalMVDistribution (const result_type mean=nullptr, const result_type chol=nullptr)
	Only usable when `Dim > 0` More...

	NormalMVDistribution (std::size_t dim, const result_type mean=nullptr, const result_type chol=nullptr)
	Only usable when `Dim == Dynamic` More...

const result_type *	chol () const

std::size_t	dim () const

void	max (result_type *x) const

const result_type *	mean () const

void	min (result_type *x) const

template<typename RNGType >
void	operator() (RNGType &rng, result_type *r)

template<typename RNGType >
void	operator() (RNGType &rng, result_type *r, const param_type &param)

template<typename RNGType >
void	operator() (RNGType &rng, std::size_t n, result_type *r)

template<typename RNGType >
void	operator() (RNGType &rng, std::size_t n, result_type *r, const param_type &param)

param_type	param () const

void	param (const param_type &param)

void	param (param_type &&param)

void	reset ()

Friends
bool	operator!= (const distribution_type &dist1, const distribution_type &dist2)

template<typename CharT , typename Traits >
std::basic_ostream< CharT, Traits > &	operator<< (std::basic_ostream< CharT, Traits > &os, const distribution_type &dist)

bool	operator== (const distribution_type &dist1, const distribution_type &dist2)

template<typename CharT , typename Traits >
std::basic_istream< CharT, Traits > &	operator>> (std::basic_istream< CharT, Traits > &is, distribution_type &dist)

Detailed Description

template<typename RealType, std::size_t Dim>
class vsmc::NormalMVDistribution< RealType, Dim >

Multivariate Normal distribution.

The distribution is parameterized by its mean vector and the lower triangular elements of the Cholesky decomposition of the covaraince matrix, packed row by row.

Template Parameters

RealType	Only `float` and `double` are supported.
Dim	If `Dim > 0`, then the distribution has a static size and does not use dynamic memory. If `Dim == Dynamic`, then the dimension of the distribution is specified at runtime.

Definition at line 585 of file common.hpp.

Member Typedef Documentation

template<typename RealType, std::size_t Dim>

using vsmc::NormalMVDistribution< RealType, Dim >::distribution_type = NormalMVDistribution<RealType, Dim>

Definition at line 59 of file normal_mv_distribution.hpp.

template<typename RealType, std::size_t Dim>

using vsmc::NormalMVDistribution< RealType, Dim >::result_type = RealType

Definition at line 58 of file normal_mv_distribution.hpp.

Constructor & Destructor Documentation

template<typename RealType, std::size_t Dim>

vsmc::NormalMVDistribution< RealType, Dim >::NormalMVDistribution	(	const result_type *	mean = `nullptr`,
		const result_type *	chol = `nullptr`
	)

inlineexplicit

Only usable when Dim > 0

Parameters

mean	Mean vector, if it is a null pointer, then the mean is a zero vector
chol	The lower triangular elements of the Cholesky decomposition of the covaraince matrix, packed row by row. If it is a nullpointer, then the covariance is the identicy matrix \(I\)

Definition at line 218 of file normal_mv_distribution.hpp.

template<typename RealType, std::size_t Dim>

vsmc::NormalMVDistribution< RealType, Dim >::NormalMVDistribution	(	std::size_t	dim,
		const result_type *	mean = `nullptr`,
		const result_type *	chol = `nullptr`
	)