From: Emmanuel Benazera <ebenazer@email.arc.nasa.gov>
To: gsl-discuss@sources.redhat.com
Subject: multivariate gaussian distribution
Date: Sat, 20 Dec 2003 11:10:00 -0000 [thread overview]
Message-ID: <20031219195249.GA20239@wow.arc.nasa.gov> (raw)
Hi,
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.
Regards,
Emmanuel
next reply other threads:[~2003-12-20 11:10 UTC|newest]
Thread overview: 6+ messages / expand[flat|nested] mbox.gz Atom feed top
2003-12-20 11:10 Emmanuel Benazera [this message]
2003-12-22 14:21 ` Brian Gough
2003-12-28 10:29 ` multivariate gaussian distribution (Code) Emmanuel Benazera
2003-12-29 11:41 ` Brian Gough
2003-12-29 16:47 ` Emmanuel Benazera
2004-04-28 8:08 ` multivariate gaussian distribution (Code) / bugfix Emmanuel Benazera
Reply instructions:
You may reply publicly to this message via plain-text email
using any one of the following methods:
* Save the following mbox file, import it into your mail client,
and reply-to-all from there: mbox
Avoid top-posting and favor interleaved quoting:
https://en.wikipedia.org/wiki/Posting_style#Interleaved_style
* Reply using the --to, --cc, and --in-reply-to
switches of git-send-email(1):
git send-email \
--in-reply-to=20031219195249.GA20239@wow.arc.nasa.gov \
--to=ebenazer@email.arc.nasa.gov \
--cc=gsl-discuss@sources.redhat.com \
/path/to/YOUR_REPLY
https://kernel.org/pub/software/scm/git/docs/git-send-email.html
* If your mail client supports setting the In-Reply-To header
via mailto: links, try the mailto: link
Be sure your reply has a Subject: header at the top and a blank line
before the message body.
This is a public inbox, see mirroring instructions
for how to clone and mirror all data and code used for this inbox;
as well as URLs for read-only IMAP folder(s) and NNTP newsgroup(s).