[SciPy-User] struggling and fighting with linalg
Thu Oct 21 11:46:00 CDT 2010
On Thu, Oct 21, 2010 at 11:03 AM, <email@example.com> wrote:
> There are a lot of recommendations in the mailing list and recipes in
> various packages how to use linalg more efficiently.
> However, yesterday I wasted several hours how to do the multivariate
> normal distribution with cholesky factor and solve.
What do you mean by "*do* the multivariate normal distribution" (emphasis
mine)? numpy.random has multivariate_normal for generating samples; I wrote
a little cookbook example (
http://www.scipy.org/Cookbook/CorrelatedRandomSamples) before I realized
But I think you want more than just generating samples, right?
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