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void SRANDMULTINORMAL(rng_int_t *n, rng_int_t *m, float *xmu, float *c, rng_int_t *ldc, rng_int_t *state, float *x, rng_int_t *ldx, rng_int_t *info)#
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void DRANDMULTINORMAL(rng_int_t *n, rng_int_t *m, double *xmu, double *c, rng_int_t *ldc, rng_int_t *state, double *x, rng_int_t *ldx, rng_int_t *info)#
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void srandmultinormal_(rng_int_t *n, rng_int_t *m, float *xmu, float *c, rng_int_t *ldc, rng_int_t *state, float *x, rng_int_t *ldx, rng_int_t *info)#
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void drandmultinormal_(rng_int_t *n, rng_int_t *m, double *xmu, double *c, rng_int_t *ldc, rng_int_t *state, double *x, rng_int_t *ldx, rng_int_t *info)#
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void srandmultinormal(rng_int_t n, rng_int_t m, float *xmu, float *c, rng_int_t ldc, rng_int_t *state, float *x, rng_int_t ldx, rng_int_t *info)#
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void drandmultinormal(rng_int_t n, rng_int_t m, double *xmu, double *c, rng_int_t ldc, rng_int_t *state, double *x, rng_int_t ldx, rng_int_t *info)#
Returns a vector of double precision pseudo-random numbers from multivariate normal distribution.
- Parameters:
n – [in] Number of values to generate, n > 0
m – [in] Number of dimensions to the multivariate distribution, m >= 1
xmu – [in] Means, xmu(m)
c – [in] Covariance matrix, c(ldc,m)
ldc – [in] Lead dimension of c in the calling routine, ldc >= m
state – [inout] On Entry: Current state of the base generator being used. state must have first been initialized with a call to drandinitialize On Exit: State of generator after n- values are generated
x – [out] Vector of n- values from a multivariate normal distribution, x(ldx,m)
ldx – [in] Lead dimension of x in the calling routine, ldx >= n
info – [out]
Error code
1 = Everything OK, but reference vector not set up, due to lref being -1 on entry
0 = Everything OK
-1 to -8 = Error in parameter, abs(info)