\hypertarget{classedo_sampler_normal_multi}{}\doxysection{edo\+Sampler\+Normal\+Multi$<$ E\+OT, D $>$ Class Template Reference}
\label{classedo_sampler_normal_multi}\index{edoSamplerNormalMulti$<$ EOT, D $>$@{edoSamplerNormalMulti$<$ EOT, D $>$}}


{\ttfamily \#include $<$edo\+Sampler\+Normal\+Multi.\+h$>$}



Inheritance diagram for edo\+Sampler\+Normal\+Multi$<$ E\+OT, D $>$\+:
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Collaboration diagram for edo\+Sampler\+Normal\+Multi$<$ E\+OT, D $>$\+:
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\doxysubsection*{Additional Inherited Members}


\doxysubsection{Detailed Description}
\subsubsection*{template$<$typename E\+OT, typename D = edo\+Normal\+Multi$<$ E\+O\+T $>$$>$\newline
class edo\+Sampler\+Normal\+Multi$<$ E\+O\+T, D $>$}

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\+:
\begin{DoxyItemize}
\item draw a vector T in N(0,\+I) (i.\+e. each value is drawn in a normal law with mean=0 an stddev=1)
\item compute the Cholesky decomposition L of V (i.\+e. such as V=L\+L$\ast$)
\item return X = M + LT
\end{DoxyItemize}

Exists in two implementations, using either \href{http://www.boost.org/doc/libs/1_50_0/libs/numeric/ublas/doc/index.htm}{\texttt{ Boost\+::u\+B\+L\+AS}} (if compiled W\+I\+T\+H\+\_\+\+B\+O\+O\+ST) or \href{http://eigen.tuxfamily.org}{\texttt{ Eigen3}} (W\+I\+T\+H\+\_\+\+E\+I\+G\+EN). 

The documentation for this class was generated from the following file\+:\begin{DoxyCompactItemize}
\item 
edo/src/edo\+Sampler\+Normal\+Multi.\+h\end{DoxyCompactItemize}