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.