14 commits

Author	SHA1	Message	Date
nojhan	fe2cebc0e8	BUGFIX: factorized matrix are not symetric, cholesky factorization should process different types for covariance and decomposition + better format output for cholesky test	2011-11-12 23:44:31 +01:00
nojhan	e0f691c148	the complete robust cholesky factorization -- bugfix in LDLT: return the factorization LD^1/2 instead of L, thus no needs of accessors on D	2011-11-12 20:13:18 +01:00
nojhan	b2b1a96423	working robust cholesky factorization, with test binary	2011-11-12 15:52:18 +01:00
nojhan	d5d8f87a90	more pertinent names for cholesky factorization functions	2011-11-12 14:24:54 +01:00
nojhan	b9b3c486f9	first attempt at implementing a robust cholesky	2011-11-10 15:56:59 +01:00
nojhan	ce7f59d408	pass the Cholesky method from the multi-normal sampler to the decomposition sub-class	2011-11-10 14:07:58 +01:00
nojhan	fb82958253	more refactorization of the multi-normal sampler, now you can choose among two Cholesky factorization methods	2011-11-10 11:48:14 +01:00
nojhan	9fe6995df1	refactoring of the cholesky decomposition	2011-11-09 15:48:07 +01:00
nojhan	c1d49d7bd2	use default typename for distrib, correct constructor superclass init	2011-09-15 17:44:55 +02:00
nojhan	37a2c68b69	code formating	2011-09-15 17:27:46 +02:00
Caner Candan	59343bf45e	* edo: added comments to generate all inheritance of classes in doxygen	2011-08-23 18:59:28 +02:00
Caner Candan	70e60a50d2	* whitespace cleanup	2011-05-05 17:15:10 +02:00
Caner Candan	d1426b4bce	* fixed issues on the code to be compatible with last version of boost	2011-02-24 11:09:51 +01:00
Johann Dreo	cbb1771dd6	move edo stuff, that was in the wriong place after the merge, in the edo directory	2011-01-27 11:58:21 +01:00

Renamed from src/edoSamplerNormalMulti.h (Browse further)