mirror of
https://github.com/aportelli/LatAnalyze.git
synced 2024-11-10 08:55:37 +00:00
50 lines
1.5 KiB
C++
50 lines
1.5 KiB
C++
/*
|
|
* Random.hpp, part of LatAnalyze 3
|
|
*
|
|
* Copyright (C) 2013 - 2019 Antonin Portelli
|
|
*
|
|
* LatAnalyze 3 is free software: you can redistribute it and/or modify
|
|
* it under the terms of the GNU General Public License as published by
|
|
* the Free Software Foundation, either version 3 of the License, or
|
|
* (at your option) any later version.
|
|
*
|
|
* LatAnalyze 3 is distributed in the hope that it will be useful,
|
|
* but WITHOUT ANY WARRANTY; without even the implied warranty of
|
|
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
|
* GNU General Public License for more details.
|
|
*
|
|
* You should have received a copy of the GNU General Public License
|
|
* along with LatAnalyze 3. If not, see <http://www.gnu.org/licenses/>.
|
|
*/
|
|
|
|
#ifndef Latan_Random_hpp_
|
|
#define Latan_Random_hpp_
|
|
|
|
#include <LatAnalyze/Global.hpp>
|
|
#include <LatAnalyze/Core/Mat.hpp>
|
|
|
|
BEGIN_LATAN_NAMESPACE
|
|
|
|
/******************************************************************************
|
|
* Multivariate Gaussian RNG *
|
|
******************************************************************************/
|
|
class RandomNormal
|
|
{
|
|
public:
|
|
// constructors
|
|
RandomNormal(const DVec &mean, const DMat &var, const SeedType seed);
|
|
// destructor
|
|
virtual ~RandomNormal(void) = default;
|
|
// draw a random vector
|
|
DVec operator()(void);
|
|
private:
|
|
DVec mean_, buf_;
|
|
DMat var_;
|
|
Eigen::MatrixXd transform_;
|
|
std::mt19937 gen_;
|
|
};
|
|
|
|
END_LATAN_NAMESPACE
|
|
|
|
#endif // Latan_Random_hpp_
|