kl_matrix_helper_fns.h File Reference

#include "kl_memory.h"
#include "kl_matrix.h"
#include "kl_stat.h"
#include "kl_random_number_generator.h"
#include "kl_multivariate_random_variable.h"

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Functions
klMatrix< double >	SampleGOE (__int64 n, unsigned seed=4357)
klMatrix< double >	SampleWishart (__int64 n, unsigned seed=4357)
klMatrix< double >	SampleSymmetricStandardNormalRM (__int64 n, unsigned seed=4357)
template<class TYPE >
klVector< TYPE >	kl_random_permutation (unsigned range, unsigned seed=4357)
template<class TYPE >
klMatrix< TYPE >	IdentityMatrix (__int64 n)
klMatrix< double >	HilbertMatrix (__int64 n)

Function Documentation

klMatrix<double> HilbertMatrix ( __int64  n )

inline

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template<class TYPE >

klMatrix<TYPE> IdentityMatrix

(

__int64

n

)

template<class TYPE >

klVector<TYPE> kl_random_permutation	(	unsigned	range,
		unsigned	seed = 4357
	)

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klMatrix<double> SampleGOE	(	__int64	n,
		unsigned	seed = 4357
	)

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klMatrix<double> SampleSymmetricStandardNormalRM	(	__int64	n,
		unsigned	seed = 4357
	)

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klMatrix<double> SampleWishart	(	__int64	n,
		unsigned	seed = 4357
	)

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