Feature Requests item #1574517, was opened at 2006-10-10 09:29 Message generated for change (Tracker Item Submitted) made by Item Submitter You can respond by visiting: https://sourceforge.net/tracker/?func=detail&atid=350612&aid=1574517&group_id=612
Please note that this message will contain a full copy of the comment thread, including the initial issue submission, for this request, not just the latest update. Category: None Group: None Status: Open Priority: 5 Submitted By: Steve Chapel (schapel) Assigned to: Nobody/Anonymous (nobody) Summary: Cholesky Decomposition Initial Comment: I would like to request that the Cholesky decomposition algorithm be added to PDL. I need it to produce samples from a multivariate normal distribution: http://en.wikipedia.org/wiki/Multivariate_normal_distribution#Drawing_values_from_the_distribution ---------------------------------------------------------------------- You can respond by visiting: https://sourceforge.net/tracker/?func=detail&atid=350612&aid=1574517&group_id=612 _______________________________________________ PDL-porters mailing list PDL-porters@jach.hawaii.edu http://mailman.jach.hawaii.edu/mailman/listinfo/pdl-porters
