cpp

sample correlated bi-variate normal using c++

compile:

1. g++ -I~/NRinC302/code quodratics2.cpp

NRinC302 is the "numerical recipes" library version 3.

NRinC302 is used for solving linear equations, therefore can be replaced with gauss elimination, as shown in the CUDA code.

2. or use blas and lapack https://blog.csdn.net/mlnotes/article/details/9676269