Automatic Differentiation
 
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matrix_normal_prec_rng.hpp File Reference
#include <stan/math/prim/meta.hpp>
#include <stan/math/prim/err.hpp>
#include <stan/math/prim/fun/Eigen.hpp>
#include <boost/random/normal_distribution.hpp>
#include <boost/random/variate_generator.hpp>

Go to the source code of this file.

Namespaces

namespace  stan
 The lgamma implementation in stan-math is based on either the reentrant safe lgamma_r implementation from C or the boost::math::lgamma implementation.
 
namespace  stan::math
 Matrices and templated mathematical functions.
 

Functions

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)
 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.