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#ifndef _CommonDet_RandomMultiGauss_H_
#define _CommonDet_RandomMultiGauss_H_
#include "DataFormats/CLHEP/interface/AlgebraicObjects.h"
/** \class RandomMultiGauss
* Vector of random numbers according to covariance matrix.
* Generates vectors of random numbers given a vector of
* mean values (optional) and a covariance matrix.
* Will accept empty rows/columns in the input matrix.
* Uses CLHEP::RandGauss with default engine for generation.
*/
class RandomMultiGauss {
public:
/** constructor with explicit vector of mean values
*/
RandomMultiGauss(const AlgebraicVector& aVector, const AlgebraicSymMatrix& aMatrix);
/** constructor with covariance matrix only (all means = 0)
*/
RandomMultiGauss(const AlgebraicSymMatrix& aMatrix);
// destructor
~RandomMultiGauss() {}
/** Generation of a vector of random numbers.
*/
AlgebraicVector fire();
private:
/** generation of the cholesky decomposition
*/
void initialise(const AlgebraicSymMatrix&);
private:
int theSize;
AlgebraicVector theMeans;
AlgebraicMatrix theTriangle;
};
#endif
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