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Ublas :

From: Nizar Khalifa Sallem (nksallem_at_[hidden])
Date: 2008-08-27 03:15:40


manik.s.m_at_[hidden] wrote:
> Hello,
> 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.
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Hi,
if you want help send compilation error :)

Regards