Hello, I wrote some code to sample random matrices from the Wishart distribution, as well as compute the (log) probability density function, along with tests.
For that I also added some code to cholesky.c to solve AX=B (where X is a matrix) where A is provided via its Cholesky factor (but I didn't wrote any test for that as I don't really understand the existing tests.) Patrick, can I send you the different modified files directly? Best, Timothée Flutre
