mv_pdf.h

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#ifndef MV_PDF_H
#define MV_PDF_H


#include <jwsc/config.h>

#include <stdlib.h>
#include <inttypes.h>

#include "jwsc/base/error.h"
#include "jwsc/vector/vector.h"
#include "jwsc/matrix/matrix.h"


#ifdef __cplusplus
namespace jwsc {
extern "C" {
#endif


#if defined JWSC_HAVE_LAPACK

Error* mv_gaussian_pdf_f
(
    float*          p_out,
    const Vector_f* mu, 
    const Matrix_f* sigma, 
    const Vector_f* x
);

Error* mv_gaussian_pdf_d
(
    double*         p_out,
    const Vector_d* mu, 
    const Matrix_d* sigma, 
    const Vector_d* x
);

#endif


#if defined JWSC_HAVE_LAPACK

Error* set_mv_gaussian_pdf_f
(
    Vector_f**      p_out,
    const Vector_f* mu, 
    const Matrix_f* sigma, 
    const Matrix_f* x
);

Error* set_mv_gaussian_pdf_d
(
    Vector_d**      p_out,
    const Vector_d* mu, 
    const Matrix_d* sigma, 
    const Matrix_d* x
);

#endif


#if defined JWSC_HAVE_LAPACK

Error* log_mv_gaussian_pdf_f
(
    float*          p_out,
    const Vector_f* mu, 
    const Matrix_f* sigma, 
    const Vector_f* x
);

Error* log_mv_gaussian_pdf_d
(
    double*         p_out,
    const Vector_d* mu, 
    const Matrix_d* sigma, 
    const Vector_d* x
);

#endif


void sample_standard_mv_gaussian_pdf_f
(
    Vector_f** x_out, 
    uint32_t   D
);

void sample_standard_mv_gaussian_pdf_d
(
    Vector_d** x_out, 
    uint32_t   D
);

void set_sample_standard_mv_gaussian_pdf_f
(
    Matrix_f** x_out, 
    uint32_t   N,
    uint32_t   D
);

void set_sample_standard_mv_gaussian_pdf_d
(
    Matrix_d** x_out, 
    uint32_t   N,
    uint32_t   D
);

#if defined JWSC_HAVE_LAPACK

Error* sample_mv_gaussian_pdf_f
(
    Vector_f**      x_out,
    const Vector_f* mu, 
    const Matrix_f* sigma
);

Error* sample_mv_gaussian_pdf_d
(
    Vector_d**      x_out,
    const Vector_d* mu, 
    const Matrix_d* sigma
);

#endif


#if defined JWSC_HAVE_LAPACK

Error* set_sample_mv_gaussian_pdf_f
(
    Matrix_f**      x_out,
    uint32_t        N,
    const Vector_f* mu, 
    const Matrix_f* sigma
);

Error* set_sample_mv_gaussian_pdf_d
(
    Matrix_d**      x_out,
    uint32_t        N,
    const Vector_d* mu, 
    const Matrix_d* sigma
);

#endif


#ifdef __cplusplus
}
}
#endif


#endif