kl_multivariate_random_variable.h File Reference

#include "kl_random_number_generator.h"
#include "kl_matrix.h"
#include "kl_principal_components.h"
#include "mkl.h"
#include <vector>

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Data Structures
class	klNormalMultiVariate< TYPE >

Functions
template<class TYPE >
klMatrix< TYPE >	klGenerateRandomSymmetricPositiveDefiniteMatrix (unsigned int size, int seed=0)

Function Documentation

template<class TYPE >

klMatrix<TYPE> klGenerateRandomSymmetricPositiveDefiniteMatrix	(	unsigned int	size,
		int	seed = 0
	)

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