multi_normal_cholesky_rng()

template<typename T_loc , class RNG >

StdVectorBuilder< true, Eigen::VectorXd, T_loc >::type stan::math::multi_normal_cholesky_rng ( const T_loc &  mu, const Eigen::Matrix< double, Eigen::Dynamic, Eigen::Dynamic > &  L, RNG &  rng  )

inline

Return a multivariate normal random variate with the given location and Cholesky factorization of the covariance using the specified random number generator.

mu can be either an Eigen::VectorXd, an Eigen::RowVectorXd, or a std::vector of either of those types.

Template Parameters

T_loc	Type of location parameter
RNG	Type of pseudo-random number generator

Parameters

mu	(Sequence of) location parameter(s)
L	Lower Cholesky factor of target covariance matrix
rng	random number generator

Exceptions

std::invalid_argument

if the length of (each) mu is not equal to the number of rows and columns in L

Definition at line 34 of file multi_normal_cholesky_rng.hpp.