3 /* Copyright(c) 2001-2002, ALICE Experiment at CERN, All rights reserved. *
4 * See cxx source for full Copyright notice */
9 class AliGausCorr : public TObject {
10 ////////////////////////////////////////////////////////////////////////
11 // Class used to generate correlated gaussian numbers with mean
12 // zero and known covariance matrix.
13 // Adapted from the Fortran code in Cernlib V122 (corset, corgen)
14 // F. James, Monte Carlo theory and practice,
15 // Rep. Prog. Phys. 43 (1980) 1145-1189.
16 // M.Masera 14.03.2001 19:30 - last mod. 26.02.2002 17:45
17 ////////////////////////////////////////////////////////////////////////
21 AliGausCorr(const TMatrixD & cov, Int_t size);
22 AliGausCorr(const AliGausCorr & tgcorr);
23 virtual ~AliGausCorr();
24 void GetGaussN(TArrayD &vec) const;
25 TMatrixD GetSqrtMatrix() const { return *fCv;}
27 AliGausCorr & operator=(const AliGausCorr & tgcorr);
31 Int_t fSize; // number of correlated gaussian random numbers
32 TMatrixD *fCv; // 'square root' of the covariance matrix
34 ClassDef(AliGausCorr,1)