1 files changed, 110 insertions, 0 deletions
diff --git a/src/armadillo/include/armadillo_bits/fn_mvnrnd.hpp b/src/armadillo/include/armadillo_bits/fn_mvnrnd.hpp
new file mode 100644
index 0000000..dd873d0
--- /dev/null
+++ b/src/armadillo/include/armadillo_bits/fn_mvnrnd.hpp
@@ -0,0 +1,110 @@
+// SPDX-License-Identifier: Apache-2.0
+// 
+// Copyright 2008-2016 Conrad Sanderson (http://conradsanderson.id.au)
+// Copyright 2008-2016 National ICT Australia (NICTA)
+// 
+// Licensed under the Apache License, Version 2.0 (the "License");
+// you may not use this file except in compliance with the License.
+// You may obtain a copy of the License at
+// http://www.apache.org/licenses/LICENSE-2.0
+// 
+// Unless required by applicable law or agreed to in writing, software
+// distributed under the License is distributed on an "AS IS" BASIS,
+// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+// See the License for the specific language governing permissions and
+// limitations under the License.
+// ------------------------------------------------------------------------
+
+
+//! \addtogroup fn_mvnrnd
+//! @{
+
+
+
+template<typename T1, typename T2>
+arma_warn_unused
+inline
+typename
+enable_if2
+  <
+  is_real<typename T1::elem_type>::value,
+  const Glue<T1, T2, glue_mvnrnd_vec>
+  >::result
+mvnrnd(const Base<typename T1::elem_type, T1>& M, const Base<typename T1::elem_type, T2>& C)
+  {
+  arma_extra_debug_sigprint();
+  
+  return Glue<T1, T2, glue_mvnrnd_vec>(M.get_ref(), C.get_ref());
+  }
+
+
+
+template<typename T1, typename T2>
+arma_warn_unused
+inline
+typename
+enable_if2
+  <
+  is_real<typename T1::elem_type>::value,
+  const Glue<T1, T2, glue_mvnrnd>
+  >::result
+mvnrnd(const Base<typename T1::elem_type, T1>& M, const Base<typename T1::elem_type, T2>& C, const uword N)
+  {
+  arma_extra_debug_sigprint();
+  
+  return Glue<T1, T2, glue_mvnrnd>(M.get_ref(), C.get_ref(), N);
+  }
+
+
+
+template<typename T1, typename T2>
+inline
+typename
+enable_if2
+  <
+  is_real<typename T1::elem_type>::value,
+  bool
+  >::result
+mvnrnd(Mat<typename T1::elem_type>& out, const Base<typename T1::elem_type, T1>& M, const Base<typename T1::elem_type, T2>& C)
+  {
+  arma_extra_debug_sigprint();
+  
+  const bool status = glue_mvnrnd::apply_direct(out, M.get_ref(), C.get_ref(), uword(1));
+  
+  if(status == false)
+    {
+    out.soft_reset();
+    arma_debug_warn_level(3, "mvnrnd(): given covariance matrix is not symmetric positive semi-definite");
+    }
+  
+  return status;
+  }
+
+
+
+template<typename T1, typename T2>
+inline
+typename
+enable_if2
+  <
+  is_real<typename T1::elem_type>::value,
+  bool
+  >::result
+mvnrnd(Mat<typename T1::elem_type>& out, const Base<typename T1::elem_type, T1>& M, const Base<typename T1::elem_type, T2>& C, const uword N)
+  {
+  arma_extra_debug_sigprint();
+  
+  const bool status = glue_mvnrnd::apply_direct(out, M.get_ref(), C.get_ref(), N);
+  
+  if(status == false)
+    {
+    out.soft_reset();
+    arma_debug_warn_level(3, "mvnrnd(): given covariance matrix is not symmetric positive semi-definite");
+    }
+  
+  return status;
+  }
+
+
+
+//! @}