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Fast ND multidimensional gaussian mixture random generator

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12 Nov 2007 (Updated )

A fast generator of gaussian mixture samples

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Description

A fast generator of gaussian mixture samples with a general ND dimensional calling syntax.

Permit to sample from a simple multivariate process to several gaussian mixture in a easy way.

Please run mexme_sample_mvgm.m to compile on your own platform. (Be sure to mex -setup is done before)

Acknowledgements

This file inspired Em Mvgm.

MATLAB release MATLAB 7.5 (R2007b)
Other requirements A C compiler.
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Comments and Ratings (2)
11 Apr 2008 Sebastien PARIS

Documentation, extra examples and how to compile is documented directly the the mex-file. As it's written, to compile on others plateforms, you have to proceed as follow :

mex -DranSHR3 -output sample_mvgm.dll sample_mvgm.c

or

mex -DranKISS -outputsample_mvgm.dll sample_mvgm.c

09 Apr 2008 WEI LIU

When compiling on Windows, MATLAB R2006a, it fails.

Saying that randint not defined.

Adding a macro at the beginning of the source file
#define ranKISS
or
#define ranSHR solves the problem.

Documentation and literature reference desired.

Updates
15 Nov 2007

-Improve/correct help

10 Sep 2008

-A more general syntax, Z = sample_mvgn return a univariate gaussian sample from N(0,1)

07 Jul 2010

-Compatible with GCC compiler

19 Oct 2010

-Fixed bug with Linux64 & GCC

12 Oct 2011

-Minor update for Linux systems

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