GeomScale / volesti

Practical volume computation and sampling in high dimensions
GNU Lesser General Public License v3.0
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Support intersection between an Hpolytope and an ellipsoid #287

Open TolisChal opened 1 year ago

TolisChal commented 1 year ago

This PR: i) Provides a new C++ class that represents the intersection between an Hpolytope and an ellipsoid, ii) Implements C++ examples on how to sample from the intersection between an Hpolytope and an ellipsoid, iii) Exposes to R the new class using a new Rcpp module, iv) Implements R example on how to sample from the intersection between an Hpolytope and an ellipsoid, v) Provides the Dirichlet's distribution oracles in C++, vi) Provides C++ examples to sample from the Dirichlet distribution, vii) Implements R examples on how to sample from the Dirichlet distribution.