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740ebff3 1#ifndef ALIGAUSCORR_H
2#define ALIGAUSCORR_H
3/* Copyright(c) 2001-2002, ALICE Experiment at CERN, All rights reserved. *
4 * See cxx source for full Copyright notice */
fb17acd4 5
6/* $Id$ */
7
740ebff3 8#include <TMatrixD.h>
9class TArrayD;
10
11
12class AliGausCorr : public TObject {
13////////////////////////////////////////////////////////////////////////
14// Class used to generate correlated gaussian numbers with mean
15// zero and known covariance matrix.
16// Adapted from the Fortran code in Cernlib V122 (corset, corgen)
17// F. James, Monte Carlo theory and practice,
18// Rep. Prog. Phys. 43 (1980) 1145-1189.
19// M.Masera 14.03.2001 19:30 - last mod. 26.02.2002 17:45
20////////////////////////////////////////////////////////////////////////
21 public:
22 //
23 AliGausCorr();
24 AliGausCorr(const TMatrixD & cov, Int_t size);
25 AliGausCorr(const AliGausCorr & tgcorr);
26 virtual ~AliGausCorr();
27 void GetGaussN(TArrayD &vec) const;
28 TMatrixD GetSqrtMatrix() const { return *fCv;}
29 void PrintCv() const;
30 AliGausCorr & operator=(const AliGausCorr & tgcorr);
31 //
32 private:
33 //
34 Int_t fSize; // number of correlated gaussian random numbers
35 TMatrixD *fCv; // 'square root' of the covariance matrix
36
37 ClassDef(AliGausCorr,1)
38};
39
40
41#endif
42
43
44