Fast ND multidimensional gaussian mixture random generator

A fast generator of gaussian mixture samples

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 submission has inspired the following:; EM_MVGM
• MATLAB release: MATLAB 7.5 (R2007b)
• Other requirements: A C compiler.

[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.

[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