random_multivariate_normal 0.1.0 → 0.1.1

checksums.yaml

@@ -1,7 +1,7 @@
 ---
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-  data.tar.gz: d39c3aed5c244503888850057fa970c6b687aa8f2aac8398443a6b2fe996ac72
+  metadata.gz: bf03666931f89046e6db874909e81b25049e3af9500e338662e4052395b9893a
+  data.tar.gz: 488720985847dccb6883cde1285645d8c092563b39c4f3b124b90816a736f5a9
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data/lib/random_multivariate_normal.rb

@@ -32,17 +32,21 @@ class RandomMultivariateNormal
     raise ArgumentError.new('Not symmetric matrix') unless mat.symmetric?
     raise ArgumentError.new('Not positive definite matrix') unless mat.eigen.d.each(:diagonal).all?{|d| d > 0.0}
 
-    l = Matrix.zero(mat.row_size)
+    l = array_as_zero_matrix(mat.row_size)
     mat.each_with_index do |e, row, col|
       lij = if row == col
-              Math.sqrt(mat[col, col] - col.times.inject(0){|sum, j| sum + (l[col, j] ** 2)})
+              Math.sqrt(mat[col, col] - col.times.inject(0){|sum, j| sum + (l[col][j] ** 2)})
             elsif row > col
-              (1.0/l[col, col]) * (mat[row, col] - col.times.inject(0){|sum, j| sum + l[row, j] * l[col, j]})
+              (1.0/l[col][col]) * (mat[row, col] - col.times.inject(0){|sum, j| sum + l[row][j] * l[col][j]})
             else
               0.0
             end
-      l[row, col] = lij
+      l[row][col] = lij
     end
-    l
+    Matrix[*l]
+  end
+
+  def array_as_zero_matrix(size)
+    Array.new(size) { Array.new(size, 0) }
   end
 end

data/lib/random_multivariate_normal/version.rb

@@ -1,3 +1,3 @@
 class RandomMultivariateNormal
-  VERSION = "0.1.0"
+  VERSION = "0.1.1"
 end

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: random_multivariate_normal
 version: !ruby/object:Gem::Version
-  version: 0.1.0
+  version: 0.1.1
 platform: ruby
 authors:
 - monochromegane
 autorequire: 
 bindir: exe
 cert_chain: []
-date: 2020-01-14 00:00:00.000000000 Z
+date: 2020-03-25 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: bundler
@@ -90,7 +90,8 @@ required_rubygems_version: !ruby/object:Gem::Requirement
     - !ruby/object:Gem::Version
       version: '0'
 requirements: []
-rubygems_version: 3.0.3
+rubyforge_project: 
+rubygems_version: 2.7.6.2
 signing_key: 
 specification_version: 4
 summary: Random number generator from a multivariate normal distribution.