Generator of real vectors on a multivariate normal distribution. More...

#include <MvNormal.h>

Inheritance diagram for Eigen::Rand::MvNormalGen< _Scalar, Dim >:

Collaboration diagram for Eigen::Rand::MvNormalGen< _Scalar, Dim >:

Public Member Functions
template<typename MeanTy , typename LTTy >
	MvNormalGen (const MatrixBase< MeanTy > &_mean, const MatrixBase< LTTy > &_lt, detail::LowerTriangular)
	Construct a new multivariate normal generator from lower triangular matrix of decomposed covariance. More...

template<typename MeanTy , typename CovTy >
	MvNormalGen (const MatrixBase< MeanTy > &_mean, const MatrixBase< CovTy > &_cov, detail::FullMatrix={})
	Construct a new multivariate normal generator from covariance matrix. More...

	MvNormalGen (const MvNormalGen &)=default

	MvNormalGen (MvNormalGen &&)=default

Index	dims () const

template<typename Urng >
auto	generate (Urng &&urng, Index samples) -> decltype((lt *stdnorm.template generate< Matrix< _Scalar, Dim, -1 >>(mean.rows(), samples, std::forward< Urng >(urng))).colwise()+mean)

template<typename Urng >
auto	generate (Urng &&urng) -> decltype((lt *stdnorm.template generate< Matrix< _Scalar, Dim, 1 >>(mean.rows(), 1, std::forward< Urng >(urng))).colwise()+mean)

Public Member Functions inherited from Eigen::Rand::MvVecGenBase< MvNormalGen< _Scalar, -1 >, _Scalar, -1 >
Index	dims () const
	returns the dimensions of vectors to be generated

Matrix< _Scalar, Dim, -1 >	generate (Urng &&urng, Index samples)
	generates multiple samples at once More...

Matrix< _Scalar, Dim, 1 >	generate (Urng &&urng)
	generates one sample More...

Detailed Description

Generator of real vectors on a multivariate normal distribution.

Template Parameters

_Scalar	Numeric type
Dim	number of dimensions, or `Eigen::Dynamic`

Constructor & Destructor Documentation

template<typename _Scalar , Index Dim = -1>

template<typename MeanTy , typename LTTy >

Eigen::Rand::MvNormalGen< _Scalar, Dim >::MvNormalGen	(	const MatrixBase< MeanTy > &	_mean,
		const MatrixBase< LTTy > &	_lt,
		detail::LowerTriangular
	)

inline

Construct a new multivariate normal generator from lower triangular matrix of decomposed covariance.

Template Parameters

MeanTy
LTTy

Parameters

_mean	mean vector of the distribution
_lt	lower triangular matrix of decomposed covariance

template<typename _Scalar , Index Dim = -1>

template<typename MeanTy , typename CovTy >

Eigen::Rand::MvNormalGen< _Scalar, Dim >::MvNormalGen	(	const MatrixBase< MeanTy > &	_mean,
		const MatrixBase< CovTy > &	_cov,
		detail::FullMatrix	= `{}`
	)

inline

Construct a new multivariate normal generator from covariance matrix.

Template Parameters

MeanTy
CovTy

Parameters

_mean	mean vector of the distribution
_cov	covariance matrix (should be positive semi-definite)

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