* cholesky

This commit is contained in:
Caner Candan 2010-08-03 18:54:41 +02:00
commit 22602154fc
8 changed files with 195 additions and 33 deletions

View file

@ -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() +
}
//-------------------------------------------------------------