double random_test_9(int a1, int a2)
{
CRandomGenerator rg;
CMatrixTemplateNumeric<double> R(a1, a1);
rg.drawGaussian1DMatrix(R, 0.0, 1.0);
CMatrixTemplateNumeric<double> COV;
COV.multiply_AAt(R);
const size_t NSAMPS = 1000;
// test 9:
// ----------------------------------------
const long N = 1000;
CTicTac tictac;
std::vector<CVectorDouble> res;
for (long i = 0; i < N; i++)
{
rg.drawGaussianMultivariateMany(res, NSAMPS, COV);
}
return tictac.Tac() / (N * NSAMPS);
}
double random_test_8(int a1, int a2)
{
CRandomGenerator rg;
CMatrixFixed<double, DIM, DIM> R;
rg.drawGaussian1DMatrix(R, 0.0, 1.0);
CMatrixFixed<double, DIM, DIM> COV;
COV.matProductOf_AAt(R);
const size_t NSAMPS = 1000;
// test 8:
// ----------------------------------------
const long N = 1000;
CTicTac tictac;
std::vector<CVectorDouble> res;
for (long i = 0; i < N; i++)
{
rg.drawGaussianMultivariateMany(res, NSAMPS, COV);
}
return tictac.Tac() / (N * NSAMPS);
}
