2019-03-25 23:20:09 +00:00
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/*
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* Random.hpp, part of LatAnalyze 3
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*
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2020-01-13 09:57:06 +00:00
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* Copyright (C) 2013 - 2020 Antonin Portelli
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2019-03-25 23:20:09 +00:00
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*
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* LatAnalyze 3 is free software: you can redistribute it and/or modify
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* it under the terms of the GNU General Public License as published by
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* the Free Software Foundation, either version 3 of the License, or
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* (at your option) any later version.
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*
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* LatAnalyze 3 is distributed in the hope that it will be useful,
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* but WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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* GNU General Public License for more details.
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*
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* You should have received a copy of the GNU General Public License
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* along with LatAnalyze 3. If not, see <http://www.gnu.org/licenses/>.
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*/
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#ifndef Latan_Random_hpp_
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#define Latan_Random_hpp_
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#include <LatAnalyze/Global.hpp>
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#include <LatAnalyze/Core/Mat.hpp>
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BEGIN_LATAN_NAMESPACE
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/******************************************************************************
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* Multivariate Gaussian RNG *
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******************************************************************************/
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class RandomNormal
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{
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public:
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// constructors
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RandomNormal(const DVec &mean, const DMat &var, const SeedType seed);
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// destructor
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virtual ~RandomNormal(void) = default;
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// draw a random vector
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DVec operator()(void);
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private:
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DVec mean_, buf_;
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DMat var_;
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Eigen::MatrixXd transform_;
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std::mt19937 gen_;
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};
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END_LATAN_NAMESPACE
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#endif // Latan_Random_hpp_
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