Generate random samples from linearly constrained Gaussian density.

FileDescription
randcg.mGenerate random samples from Gaussian density subject to linear equality and inequality constraints.
randstgs.mGenerate random samples from standard truncated Gaussian density using slice sampling.
See also:
 Linearly constrained Bayesian matrix factorization for blind source separation
Files:
 randstgs.m
 randcg.m
 
 
Mikkel N. Schmidt | Technical University of Denmark | Email: mns(a)imm.dtu.dk