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Gaussian NullaryExpr

Submitted by nfo..@..il.com

Assigned to Nobody

Link to original bugzilla bug (#720)

Description

Drawing matrices with standard normal entries is so common and having to write the functor manually is such a pain (see stackoverflow.com/questions/6142576/sample-from-multivariate-normal-gaussian-distribution-in-c). Could a DenseBase::Gaussian be added to generate matrices with standard normal entries.

Honestly, given how tedious it is to create new NullaryExprs it'd be really useful to be able to generate matrices according to all of the distributions that C++ handles in the random library (normal, Poisson, Bernoulli, binomial, etc.).

I don't think this is too hard to implement, it's basically just redoing Random for the different distributions, however, I'm new to the project and wanted to get peoples' opinions.

Thanks.

Depends on

#1286 (closed)

Blocking

#814 (closed)

Edited by Eigen Bugzilla