EigenRand  0.5.0
 
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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
 
WishartGenoperator= (const WishartGen &)=default
 
WishartGenoperator= (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
Dimnumber 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
_dfdegrees of freedom
_ltlower 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
_dfdegrees of freedom
_ltscale matrix (should be positive definitive)

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