nojhan/eodev
Archived
1
0
Fork 0
Code Issues Pull requests Projects Releases Packages Wiki Activity

use the new cholesky api in edoSamplerNormalMulti

Browse source
This commit is contained in:
nojhan 2011-12-23 16:31:35 +01:00
commit 4805f72a80
1 changed files with 5 additions and 4 deletions
Download patch file Download diff file Expand all files Collapse all files

9
edo/src/edoSamplerNormalMulti.h
View file

@ -32,6 +32,7 @@ Authors:
#include <limits>
#include <edoSampler.h>
#include <utils/edoCholesky.h>
#include <boost/numeric/ublas/lu.hpp>
#include <boost/numeric/ublas/symmetric.hpp>
@ -48,8 +49,8 @@ class edoSamplerNormalMulti : public edoSampler< EOD >
public:
typedef typename EOT::AtomType AtomType;
edoSamplerNormalMulti( edoRepairer<EOT> & repairer, typename Cholesky::Method use = Cholesky::absolute )
: edoSampler< EOD >( repairer), _cholesky(use)
edoSamplerNormalMulti( edoRepairer<EOT> & repairer )
: edoSampler< EOD >( repairer)
{}
@ -59,7 +60,7 @@ public:
assert(size > 0);
// L = cholesky decomposition of varcovar
const typename Cholesky::FactorMat& L = _cholesky( distrib.varcovar() );
const typename cholesky::CholeskyBase<AtomType>::FactorMat& L = _cholesky( distrib.varcovar() );
// T = vector of size elements drawn in N(0,1)
ublas::vector< AtomType > T( size );
@ -80,7 +81,7 @@ public:
}
protected:
Cholesky _cholesky;
cholesky::CholeskyLLT<AtomType> _cholesky;
};
#endif // !_edoSamplerNormalMulti_h