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License: GNU Lesser General Public License v3.0
C++11 multivariate normal distribution sampling using Eigen matrices
License: GNU Lesser General Public License v3.0
Every construction of an EigenMultivariateNormal instance re-seeds the static random-number generator. This will cause all instances to reset their RNG sequence back to the same output whenever a new EigenMultivariateNormal is created. If samples() is only called once per instance, the output is always the same!
I recommend providing a static setSeed(...) function that the user can explicitly call and not setting the seed in the constructor.
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