//======================================================================
Vector rmvn_mt(RNG &rng, const Vector &mu, const DiagonalMatrix &V) {
Vector ans(mu);
const ConstVectorView variances(V.diag());
for (int i = 0; i < mu.size(); ++i) {
ans[i] += rnorm_mt(rng, 0, sqrt(variances[i]));
}
return ans;
}
Matrix operator-(const Matrix &m1, const DiagonalMatrix &m2) {
Matrix ans(m1);
ans.diag() -= m2.diag();
return ans;
}
Matrix operator-(const DiagonalMatrix &m1, const Matrix &m2) {
Matrix ans(-m2);
ans.diag() += m1.diag();
return ans;
}
DiagonalMatrix operator-(const DiagonalMatrix &d) {
return DiagonalMatrix(-1 * d.diag());
}