MCKL
Monte Carlo Kernel Library
Classes | Namespaces | Functions
normal_mv_distribution.hpp File Reference
#include <mckl/random/internal/common.hpp>
#include <mckl/random/normal_distribution.hpp>

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Classes

class  mckl::NormalMVDistribution< RealType >
 Multivariate Normal distribution. More...
 
class  mckl::NormalMVDistribution< RealType >::param_type
 

Namespaces

 mckl
 
 mckl::internal
 

Functions

template<typename RealType , typename RNGType >
void mckl::normal_mv_distribution (RNGType &rng, std::size_t n, RealType *r, std::size_t dim, RealType mean, RealType chol)
 
template<typename RealType , typename RNGType >
void mckl::normal_mv_distribution (RNGType &rng, std::size_t n, RealType *r, std::size_t dim, RealType mean, const RealType *chol)
 
template<typename RealType , typename RNGType >
void mckl::normal_mv_distribution (RNGType &rng, std::size_t n, RealType *r, std::size_t dim, const RealType *mean, RealType chol)
 
template<typename RealType , typename RNGType >
void mckl::normal_mv_distribution (RNGType &rng, std::size_t n, RealType *r, std::size_t dim, const RealType *mean, const RealType *chol)
 
void mckl::internal::normal_mv_distribution_mulchol (std::size_t n, float *r, std::size_t dim, const float *chol)
 
void mckl::internal::normal_mv_distribution_mulchol (std::size_t n, double *r, std::size_t dim, const double *chol)
 
template<typename RealType , typename RNGType >
void mckl::rand (RNGType &rng, NormalMVDistribution< RealType > &distribution, RealType *r)
 
template<typename RealType , typename RNGType >
void mckl::rand (RNGType &rng, NormalMVDistribution< RealType > &distribution, std::size_t n, RealType *r)