EigenRand  0.3.0
Eigen::Rand::InvWishartGen< _Scalar, Dim > Class Template Reference

Generator of real matrices on a inverse Wishart distribution. More...

#include <MvNormal.h>

Inheritance diagram for Eigen::Rand::InvWishartGen< _Scalar, Dim >:
Collaboration diagram for Eigen::Rand::InvWishartGen< _Scalar, Dim >:

Public Member Functions

template<typename ScaleTy >
 InvWishartGen (Index _df, const MatrixBase< ScaleTy > &_ilt, detail::InvLowerTriangular)
 Construct a new inverse Wishart generator. More...
 
template<typename ScaleTy >
 InvWishartGen (Index _df, const MatrixBase< ScaleTy > &_scale, detail::FullMatrix={})
 Construct a new inverse Wishart generator. More...
 
 InvWishartGen (const InvWishartGen &)=default
 
 InvWishartGen (InvWishartGen &&)=default
 
Index dims () const
 
template<typename Urng >
Matrix< _Scalar, Dim, -1 > generate (Urng &&urng, Index samples)
 
template<typename Urng >
Matrix< _Scalar, Dim, -1 > generate (Urng &&urng)
 
- Public Member Functions inherited from Eigen::Rand::MvMatGenBase< InvWishartGen< _Scalar, Dim >, _Scalar, Dim >
Index dims () const
 returns the dimensions of matrices to be generated
 
Matrix< _Scalar, Dim, -1 > generate (Urng &&urng, Index samples)
 generates multiple samples at once More...
 
Matrix< _Scalar, Dim, Dim > generate (Urng &&urng)
 generates one sample More...
 

Detailed Description

template<typename _Scalar, Index Dim>
class Eigen::Rand::InvWishartGen< _Scalar, Dim >

Generator of real matrices on a inverse Wishart distribution.

Template Parameters
_Scalar
Dimnumber of dimensions, or Eigen::Dynamic

Constructor & Destructor Documentation

◆ InvWishartGen() [1/2]

template<typename _Scalar , Index Dim>
template<typename ScaleTy >
Eigen::Rand::InvWishartGen< _Scalar, Dim >::InvWishartGen ( Index  _df,
const MatrixBase< ScaleTy > &  _ilt,
detail::InvLowerTriangular   
)
inline

Construct a new inverse Wishart generator.

Template Parameters
ScaleTy
Parameters
_dfdegrees of freedom
_iltlower triangular matrix of decomposed inverse scale

◆ InvWishartGen() [2/2]

template<typename _Scalar , Index Dim>
template<typename ScaleTy >
Eigen::Rand::InvWishartGen< _Scalar, Dim >::InvWishartGen ( Index  _df,
const MatrixBase< ScaleTy > &  _scale,
detail::FullMatrix  = {} 
)
inline

Construct a new inverse Wishart generator.

Template Parameters
ScaleTy
Parameters
_dfdegrees of freedom
_scalescale matrix (should be positive definitive)

The documentation for this class was generated from the following file: