normal_mv_distribution.hpp File Reference

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

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Classes
class	vsmc::NormalMVDistribution< RealType, Dim >
	Multivariate Normal distribution. More...
class	vsmc::NormalMVDistribution< RealType, Dim >::param_type

Namespaces
	vsmc
	vsmc::internal

Functions
template<typename RealType , typename RNGType >
void	vsmc::normal_mv_distribution (RNGType &rng, std::size_t n, RealType *r, const typename NormalMVDistribution< RealType >::param_type &param)
template<typename RealType , typename RNGType >
void	vsmc::normal_mv_distribution (RNGType &rng, std::size_t n, RealType *r, std::size_t dim, const RealType *mean, const RealType *chol)
	Generating multivariate Normal random varaites. More...
void	vsmc::internal::normal_mv_distribution_mulchol (std::size_t n, float *r, std::size_t m, const float *chol)
void	vsmc::internal::normal_mv_distribution_mulchol (std::size_t n, double *r, std::size_t m, const double *chol)
template<typename RealType , std::size_t Dim, typename RNGType >
void	vsmc::rng_rand (RNGType &, NormalMVDistribution< RealType, Dim > &, std::size_t, RealType *)