loon: CorrGauss.h Source File

00001 #include <vector>
00002 #include "TMatrixD.h"
00003 
00004 class TRandom;
00005 
00006 class CorrGauss
00007 {
00008 
00009  public:
00010   CorrGauss();
00011   CorrGauss(TMatrixD &covar);
00012   CorrGauss(Int_t nrows, Int_t ncols, const double* data);
00013   ~CorrGauss();
00014   void SetCovarMatrix(TMatrixD &covar);
00015   void SetCovarMatrix(Int_t nrows, Int_t ncols, const double* data);
00016 
00017   void DoCholesky(int method=1);
00018 
00019   TMatrixD *GetCovarMat() const;
00020   double GetCovarElement(int rindx, int cindx) const;
00021 
00022   TMatrixD *GetDecompMat();
00023   double GetDecompElement(int rindx, int cindx);
00024 
00025   void GetRandomParSet(std::vector<double> &pars,bool correlated=true);
00026   void SetSeed(int seed){ randseed = seed; }
00027 
00028  private:
00029   TRandom *randgen;
00030   
00031   TMatrixD *V; //covariance matrix
00032   TMatrixD *C; //decomposed matrix, V=C*C_T
00033 
00034   int randseed;
00035 };