Eigen::Rand::WishartGen< _Scalar, Dim > Class Template Reference

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

#include <MvNormal.h>

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

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

Public Member Functions
template<typename ScaleTy >
	WishartGen (Index _df, const MatrixBase< ScaleTy > &_lt, detail::LowerTriangular)
	Construct a new Wishart generator from lower triangular matrix of decomposed scale. More...
template<typename ScaleTy >
	WishartGen (Index _df, const MatrixBase< ScaleTy > &_scale, detail::FullMatrix={})
	Construct a new Wishart generator from scale matrix. More...
	WishartGen (const WishartGen &)=default
	WishartGen (WishartGen &&)=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< WishartGen< _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::WishartGen< _Scalar, Dim >

Generator of real matrices on a Wishart distribution.

Template Parameters

_Scalar
Dim	number of dimensions, or Eigen::Dynamic

Constructor & Destructor Documentation

WishartGen() [1/2]

template<typename _Scalar , Index Dim>

template<typename ScaleTy >

Eigen::Rand::WishartGen< _Scalar, Dim >::WishartGen ( Index  _df, const MatrixBase< ScaleTy > &  _lt, detail::LowerTriangular    )

inline

Construct a new Wishart generator from lower triangular matrix of decomposed scale.

Template Parameters

ScaleTy

Parameters

_df	degrees of freedom
_lt	lower triangular matrix of decomposed scale

WishartGen() [2/2]

template<typename _Scalar , Index Dim>

template<typename ScaleTy >

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

inline

Construct a new Wishart generator from scale matrix.

Template Parameters

ScaleTy

Parameters

_df	degrees of freedom
_lt	scale matrix (should be positive definitive)

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

• MvNormal.h