Inheritance diagram for numeric_utils::NormalMultiVar:

Collaboration diagram for numeric_utils::NormalMultiVar:

Public Member Functions
	NormalMultiVar ()

	NormalMultiVar (int seed)

virtual	~NormalMultiVar ()

bool	generate (Eigen::Matrix< double, Eigen::Dynamic, Eigen::Dynamic > &random_numbers, const Eigen::VectorXd &means, const Eigen::MatrixXd &cov, unsigned int cases=1) override

std::string	name () const override

Public Member Functions inherited from numeric_utils::RandomGenerator
	RandomGenerator ()=default

virtual	~RandomGenerator ()

	RandomGenerator (const RandomGenerator &)=delete

RandomGenerator &	operator= (const RandomGenerator &)=delete

Additional Inherited Members
Protected Attributes inherited from numeric_utils::RandomGenerator
int	seed_

Detailed Description

Class for generating random realizations of a multivariate normal distribution

Definition at line 17 of file normal_multivar.h.

Constructor & Destructor Documentation

numeric_utils::NormalMultiVar::NormalMultiVar ( )

Default constructor

Definition at line 14 of file normal_multivar.cc.

numeric_utils::NormalMultiVar::NormalMultiVar ( int seed )

Construct an instance of the multivariate normal random number generator

Parameters

[in] seed Seed value to use in random number generator

Definition at line 21 of file normal_multivar.cc.

virtual numeric_utils::NormalMultiVar::~NormalMultiVar ( )

inlinevirtual

Virtual destructor

Definition at line 34 of file normal_multivar.h.

bool numeric_utils::NormalMultiVar::generate	(	Eigen::Matrix< double, Eigen::Dynamic, Eigen::Dynamic > &	random_numbers,
		const Eigen::VectorXd &	means,
		const Eigen::MatrixXd &	cov,
		unsigned int	cases = `1`
	)

overridevirtual

Get multivariate random realization

Parameters

[in,out]	random_numbers	Matrix to store generated random numbers to
[in]	means	Vector of mean values for random variables
[in]	cov	Covariance matrix of for random variables
[in]	cases	Number of cases to generate

Returns: Returns true if no issues were encountered in Cholesky decomposition of covariance matrix, returns false otherwise

Definition at line 29 of file normal_multivar.cc.

std::string numeric_utils::NormalMultiVar::name ( ) const

overridevirtual

Get the class name

Definition at line 70 of file normal_multivar.cc.

The documentation for this class was generated from the following files: