multi_normal_semidefinite_rng()

template<class RNG >

Eigen::VectorXd stan::math::internal::multi_normal_semidefinite_rng ( const Eigen::VectorXd &  mu, const Eigen::LDLT< Eigen::MatrixXd > &  S_ldlt, RNG &  rng  )

inline

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

No error checking or templating, takes the LDLT directly to avoid recomputation. Can sample from semidefinite covariance matrices.

Template Parameters

RNG	type of pseudo-random number generator

Parameters

mu	location parameter
S_ldlt	Eigen::LDLT of covariance matrix, semidefinite is okay
rng	random number generator

Definition at line 29 of file gaussian_dlm_obs_rng.hpp.