/* ------------------------------------------------------------- */ /* File: example_mcorr.c */ /* ------------------------------------------------------------- */ /* Include UNURAN header file. */ #include <unuran.h> /* ------------------------------------------------------------- */ /* Example how to generate random correlation matrices */ /* ------------------------------------------------------------- */ #define dim (4) int main(void) { int i,j; double M[dim*dim]; /* Declare the three UNURAN objects. */ UNUR_DISTR *distr; /* distribution object */ UNUR_PAR *par; /* parameter object */ UNUR_GEN *gen; /* generator object */ /* Create a distribution object for random correlation matrix */ distr = unur_distr_correlation( dim ); /* Choose a method: MCORR. */ par = unur_mcorr_new(distr); /* Create the generator object. */ gen = unur_init(par); /* It is important to check if the creation of the generator */ /* object was successful. Otherwise `gen' is the NULL pointer */ /* and would cause a segmentation fault if used for sampling. */ if (gen == NULL) { fprintf(stderr, "ERROR: cannot create generator object\n"); exit (EXIT_FAILURE); } /* It is possible to reuse the distribution object to create */ /* another generator object. If you do not need it any more, */ /* it should be destroyed to free memory. */ unur_distr_free(distr); /* Now you can use the generator object `gen' to sample from */ /* the distribution. Eg.: */ for (i=0; i<10; i++) { unur_sample_matr(gen, M); for (j=0; j<dim; j++) printf("( % f % f % f % f )\n", M[j*dim+0], M[j*dim+1], M[j*dim+2], M[j*dim+3]); printf("\n"); } /* When you do not need the generator object any more, you */ /* can destroy it. */ unur_free(gen); exit (EXIT_SUCCESS); } /* end of main() */ /* ------------------------------------------------------------- */