matrix_normal_prec_rng()

template<class RNG >

Eigen::MatrixXd stan::math::matrix_normal_prec_rng ( const Eigen::MatrixXd &  Mu, const Eigen::MatrixXd &  Sigma, const Eigen::MatrixXd &  D, RNG &  rng  )

inline

Sample from the the matrix normal distribution for the given Mu, Sigma and D where Sigma and D are given as precision matrices, not covariance matrices.

Parameters

Mu	The mean matrix.
Sigma	The mxm inverse covariance matrix (i.e., the precision matrix) of the rows of y.
D	The nxn inverse covariance matrix (i.e., the precision matrix) of the columns of y.
rng	Pseudo-random number generator.

Returns

A sample from the distribution, of type Matrix<double, Dynamic, Dynamic>.

Exceptions

std::invalid_argument	if Sigma or D are not square.
std::domain_error	if Sigma or D are not symmetric, not semi-positive definite, or if they contain infinities or NaNs.

Template Parameters

RNG	Type of pseudo-random number generator.

Definition at line 32 of file matrix_normal_prec_rng.hpp.