Method sample

JSAT/src/jsat/distributions/multivariate/NormalM.java:209–224

(int count, Random rand)

    }
    
    public List<Vec> sample(int count, Random rand)
    {
        List<Vec> samples = new ArrayList<Vec>(count);
        Vec Z = new DenseVector(L.rows());
        
        for(int i = 0; i < count; i++)
        {
            for(int j = 0; j < Z.length(); j++)
                Z.set(j, rand.nextGaussian());
            Vec sample = L.multiply(Z);
            sample.mutableAdd(mean);
            samples.add(sample);
        }
        
        return samples;
    }
}