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yuki-koyama / mathtoolbox

Mathematical tools (interpolation, dimensionality reduction, optimization, etc.) written in C++11 with Eigen
https://yuki-koyama.github.io/mathtoolbox/
MIT License
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[New Algorithm] Uniform Sampling #22

Closed yuki-koyama closed 6 years ago

yuki-koyama commented 6 years ago

Simple uniform sampling ( http://en.cppreference.com/w/cpp/numeric/random/uniform_real_distribution ) with Eigen interface would be useful

yuki-koyama commented 6 years ago

I have changed my mind and decided not to include uniform sampling as an independent algorithm module. Uniform sampling is considered as a problem definition and not an algorithm. This problem should be solved by some algorithms such as MCMC.

Furthermore, I have noticed that Eigen already has VectorXd::Random(int dim) API.