NAME

mv_ind_gaussian_rand - Samples an element-wise independent gaussian random vector

SYNOPSIS

#include "sample/sample_gauss.h"

Example compile flags (system dependent):
  -DLINUX_X86_64 -DLINUX_X86_64_OPTERON  -DGNU_COMPILER 
   -I/home/kobus/include
   -L/home/kobus/misc/load/linux_x86_64_opteron -L/usr/lib/x86_64-linux-gnu
  -lKJB                               -lfftw3  -lgsl -lgslcblas -ljpeg  -lSVM -lstdc++                    -lpthread -lSLATEC -lg2c    -lacml -lacml_mv -lblas -lg2c      -lncursesw 


int mv_ind_gaussian_rand
(
	Vector **sample,
	const Vector *mean,
	const Vector *vars
);

DESCRIPTION

This routine generates a normally-distributed vector of length len with mean mean and covariance matrix diag[vars]. In other words, the elements of the sample are indepenent of each other. This routine uses kjb_rand(). The first argument is the adress of the target vector. If the target vector itself is NULL, then a vector of the appropriate size is created. If the target vector is the wrong size, it is resized. Finally, if it is the right size, then the storage is recycled, as is.

RETURNS

Returns ERROR on failure, setting the the errors string accordingly, and NO_ERROR otherwise.

RELATED

gauss_rand

DISCLAIMER

This software is not adequatedly tested. It is recomended that results are checked independantly where appropriate.

AUTHOR

Ernesto Brau

DOCUMENTER

Ernesto Brau

SEE ALSO

get_general_sv_gauss_random_matrix , get_gauss_random_matrix , get_gauss_random_matrix_2 , get_gauss_random_vector , get_gauss_random_vector_2 , get_lookup_gauss_random_vector , gauss_rand , gauss_rand_2 , lookup_gauss_rand , gaussian_rand , mv_std_gaussian_rand , mv_gaussian_rand , gaussian_pdf , mv_std_gaussian_pdf , mv_ind_gaussian_pdf , mv_gaussian_pdf , gaussian_log_pdf , mv_std_gaussian_log_pdf , mv_ind_gaussian_log_pdf , mv_gaussian_log_pdf , get_general_gauss_random_vector , get_density_gaussian , get_log_density_gaussian , log_gaussian_pdf , gaussian_rand_with_limits