Gaussian Process Library. This module contains assorted functions that support random number generation and the construction of basic standard training sets.

Note: these are mostly calls to functions now (but not originally) supplied by HMatrix. Originally different random sources were used, hence the current format.

Copyright (C) 2011 Sean Holden. sbh11@cl.cam.ac.uk.

# Documentation

:: Int | Seed |

-> (Double, Double) | Range for the elements |

-> Int | Number of rows |

-> Int | Number of columns |

-> DMatrix |

Make a random matrix. Elements are uniformly distributed between specified bounds. Returns the matrix and a new generator.

Produce vectors with normally distributed, independent elements of zero mean and specified variance.

Produce lists with normally distributed independent elements of zero mean and specified variance.

Produce normally distributed vectors with mean and covariance specified.