[SciPy-User] struggling and fighting with linalg

Warren Weckesser warren.weckesser@enthought....
Thu Oct 21 11:46:00 CDT 2010


Hi Josef,

On Thu, Oct 21, 2010 at 11:03 AM, <josef.pktd@gmail.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
multivariate_normal existed.

But I think you want more than just generating samples, right?

Warren
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