* cholesky
This commit is contained in:
parent
897d0b051d
commit
22602154fc
8 changed files with 195 additions and 33 deletions
|
|
@ -6,6 +6,7 @@
|
|||
#include "doSampler.h"
|
||||
#include "doNormal.h"
|
||||
#include "doBounder.h"
|
||||
#include "doStats.h"
|
||||
|
||||
/**
|
||||
* doSamplerNormal
|
||||
|
|
@ -45,10 +46,16 @@ public:
|
|||
|
||||
for (unsigned int i = 0; i < size; ++i)
|
||||
{
|
||||
solution.push_back(
|
||||
rng.normal(distrib.mean()[i],
|
||||
distrib.variance()[i])
|
||||
);
|
||||
Cholesky< EOT > cholesky;
|
||||
|
||||
cholesky.update( distrib.varcovar() );
|
||||
|
||||
// solution.push_back(
|
||||
// rng.normal(distrib.mean()[i],
|
||||
// distrib.varcovar()[i])
|
||||
// );
|
||||
|
||||
//rng.normal() +
|
||||
}
|
||||
|
||||
//-------------------------------------------------------------
|
||||
|
|
|
|||
Reference in a new issue