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MRANDOMN

MRANDOMN

Name


    MRANDOMN

Purpose


  Function to draw NRAND random deviates from a multivariate normal
  distribution with zero mean and covariance matrix COVAR.
 
  AUTHOR : Brandon C. Kelly, Steward Obs., Sept. 2004

Inputs



    SEED - The random number generator seed, the default is IDL's
          default in RANDOMN()
    COVAR - The covariance matrix of the multivariate normal
            distribution.

Optional Inputs



    NRAND - The number of randomn deviates to draw. The default is
            one.

Output



    The random deviates, an [NRAND, NP] array where NP is the
    dimension of the covariance matrix, i.e., the number of
    parameters.

Optional Output


    STATUS - status of the Cholesky decomposition. If STATUS = 0 then
        the computation was successful. If STATUS > 0 then the
        input covariance matrix is not positive definite (see LA_CHOLDC),
        and MRANDOMN
        Note that if a STATUS keyword is supplied then no error message
        will be printed.

Revision History


    Oct. 2013 -- Use LA_CHOLDC instead of CHOLDC to enable use of STATUS
          keyword. W. Landsman



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