3 /* Copyright(c) 2001-2002, ALICE Experiment at CERN, All rights reserved. *
4 * See cxx source for full Copyright notice */
8 ////////////////////////////////////////////////////////////////////////
9 // Class used to generate correlated gaussian numbers with mean
10 // zero and known covariance matrix.
11 // M.Masera 15.03.2001 9:30 - modified on 26.02.2002 17:40
12 ////////////////////////////////////////////////////////////////////////
18 class AliGausCorr : public TObject
23 AliGausCorr(const TMatrixD & cov, Int_t size);
24 AliGausCorr(const AliGausCorr & tgcorr);
25 virtual ~AliGausCorr();
26 void GetGaussN(TArrayD &vec) const;
27 TMatrixD GetSqrtMatrix() const { return *fCv;}
29 AliGausCorr & operator=(const AliGausCorr & tgcorr);
33 Int_t fSize; // number of correlated gaussian random numbers
34 TMatrixD *fCv; // 'square root' of the covariance matrix
36 ClassDef(AliGausCorr,1)