From mboxrd@z Thu Jan 1 00:00:00 1970 Return-Path: Received: (qmail 4628 invoked by alias); 22 Dec 2003 14:21:30 -0000 Mailing-List: contact gsl-discuss-help@sources.redhat.com; run by ezmlm Precedence: bulk List-Subscribe: List-Archive: List-Post: List-Help: , Sender: gsl-discuss-owner@sources.redhat.com Received: (qmail 4615 invoked from network); 22 Dec 2003 14:21:29 -0000 Received: from unknown (HELO mail.ukfsn.org) (217.158.120.143) by sources.redhat.com with SMTP; 22 Dec 2003 14:21:29 -0000 Received: from localhost (dsl-80-45-160-204.access.uk.tiscali.com [80.45.160.204]) by mail.ukfsn.org (Postfix) with ESMTP id 46AF0E6A7F; Mon, 22 Dec 2003 14:18:37 +0000 (GMT) Received: by localhost with local (Exim 3.35 #1 (Debian)) id 1AYQw4-0000kg-00; Mon, 22 Dec 2003 14:21:28 +0000 From: Brian Gough MIME-Version: 1.0 Content-Type: text/plain; charset=us-ascii Content-Transfer-Encoding: 7bit Message-ID: <16358.65000.498611.22470@debian.local> Date: Mon, 22 Dec 2003 14:21:00 -0000 To: Emmanuel Benazera Cc: gsl-discuss@sources.redhat.com Subject: Re: multivariate gaussian distribution In-Reply-To: <20031219195249.GA20239@wow.arc.nasa.gov> References: <20031219195249.GA20239@wow.arc.nasa.gov> X-SW-Source: 2003-q4/txt/msg00146.txt.bz2 Emmanuel Benazera writes: > I've written a few lines of code that implement a multivariate > gaussian distribution. The function takes the eigenvalues/vectors > decomposition of the covariance matrix as input, and outputs a > random vector. In dimension n, it proceeds to n gsl_ran_gaussian > calls, plus a blas level 2 product. It fits in the GSL framework. > > I guess it may be useful to other GSL users. Should it be added > to the library ? I can provide the piece of code + doc + theoretical > reference. Certainly feel free to send it to the list or post it on a webpage somewhere. -- Brian Gough