basic comments for adaptive normal operators

This commit is contained in:
Johann Dreo 2012-07-18 13:41:43 +02:00
commit f5afa694bc
3 changed files with 17 additions and 10 deletions

View file

@ -33,12 +33,8 @@ Authors:
#include <edoSampler.h>
/** Sample points in a multi-normal law defined by a mean vector and a covariance matrix.
*
* Given M the mean vector and V the covariance matrix, of order n:
* - draw a vector T in N(0,I) (i.e. each value is drawn in a normal law with mean=0 an stddev=1)
* - compute the Cholesky decomposition L of V (i.e. such as V=LL*)
* - return X = M + LT
/** Sample points in a multi-normal law defined by a mean vector, a covariance matrix, a sigma scale factor and
* evolution paths. This is a step of the CMA-ES algorithm.
*/
#ifdef WITH_EIGEN