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/* ------------------------------------------------------------- */
/* File: example_mcorr.c */
/* ------------------------------------------------------------- */
/* Include UNURAN header file. */
#include <unuran.h>
/* ------------------------------------------------------------- */
/* Example how to generate random correlation matrices */
/* ------------------------------------------------------------- */
#define dim (4)
int main(void)
{
int i,j;
double M[dim*dim];
/* Declare the three UNURAN objects. */
UNUR_DISTR *distr; /* distribution object */
UNUR_PAR *par; /* parameter object */
UNUR_GEN *gen; /* generator object */
/* Create a distribution object for random correlation matrix */
distr = unur_distr_correlation( dim );
/* Choose a method: MCORR. */
par = unur_mcorr_new(distr);
/* Create the generator object. */
gen = unur_init(par);
/* It is important to check if the creation of the generator */
/* object was successful. Otherwise `gen' is the NULL pointer */
/* and would cause a segmentation fault if used for sampling. */
if (gen == NULL) {
fprintf(stderr, "ERROR: cannot create generator object\n");
exit (EXIT_FAILURE);
}
/* It is possible to reuse the distribution object to create */
/* another generator object. If you do not need it any more, */
/* it should be destroyed to free memory. */
unur_distr_free(distr);
/* Now you can use the generator object `gen' to sample from */
/* the distribution. Eg.: */
for (i=0; i<10; i++) {
unur_sample_matr(gen, M);
for (j=0; j<dim; j++)
printf("( % f % f % f % f )\n",
M[j*dim+0], M[j*dim+1], M[j*dim+2], M[j*dim+3]);
printf("\n");
}
/* When you do not need the generator object any more, you */
/* can destroy it. */
unur_free(gen);
exit (EXIT_SUCCESS);
} /* end of main() */
/* ------------------------------------------------------------- */
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