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From: manik.s.m_at_[hidden]
Date: 2008-08-27 02:39:23

A newbie question here.
I am trying to get generate a multivariate normal.
So I need the "L" from the cholesky of a cov matrix.
Completed this using potrf symm_ada and tri_ada

But to complete the final step need to multilply this with the
standard gaussian vector.

Cant use prod (triang_ada, vec) directly as it gives compilation error.
Please help.