MNormal.h

/*  _________________________________________________________________________
 *
 *  UTILIB: A utility library for developing portable C++ codes.
 *  Copyright (c) 2001, Sandia National Laboratories.
 *  This software is distributed under the GNU Lesser General Public License.
 *  For more information, see the README file in the top UTILIB directory.
 *  _________________________________________________________________________
 */

//
// MNormal.h
//
#ifndef _MNormal_h
#define _MNormal_h

#include "CRandVec.h"
#include "Normal.h"
#include "DoubleMatrix.h"
#include "DoubleVector.h"


class UTILIB_API MNormal: public CRandVec {

public:

    MNormal();
    MNormal(RNG *gen, DoubleVector& mean_vec, DoubleMatrix& covariance);
    MNormal(RNG *gen, DoubleVector& mean_vec, DoubleVector& covariance);
    MNormal(RNG *gen, DoubleVector& mean_vec, double covariance);

    int set(DoubleVector& mean_vec, DoubleMatrix& covariance);
    int set(DoubleVector& mean_vec, DoubleVector& covariance);
    int set(DoubleVector& mean_vec, double covariance);

    virtual RNG *generator() {return CRandVec::generator();}
    virtual void generator(RNG *p);

    DoubleVector& operator()() {return this->CRandVec::operator()(); }
    void operator()(DoubleVector& new_vec);

protected:

    Normal      norm_rng;
    DoubleMatrix CF_matrix;

    DoubleVector        mean_vec;
    DoubleVector        diag_covariance;
    double              const_covariance;
    int                 pd_flag;

};


inline void MNormal::generator(RNG *p)
{
CRandVec::generator(p);
norm_rng.generator(p);
}
#endif