draw_mnorm {ddtlcm}

Efficiently sample multivariate normal using precision matrix from x ~ N(Q^{-1}a, Q^{-1}), where Q^{-1} is the precision matrix

Description

Efficiently sample multivariate normal using precision matrix from x ~ N(Q^{-1}a, Q^{-1}), where Q^{-1} is the precision matrix

Usage

draw_mnorm(precision_mat, precision_a_vec)

Arguments

precision_mat

precision matrix Q of the multivariate normal distribution

precision_a_vec

a vector a such that the mean of the multivariate normal distribution is Q^{-1}a