1 files changed, 24 insertions, 0 deletions
diff --git a/Master/Modellbildung_und_Simulation/Aufgabenblatt2/Aufgabe2und3/src/Normaldistribution.h b/Master/Modellbildung_und_Simulation/Aufgabenblatt2/Aufgabe2und3/src/Normaldistribution.h
new file mode 100644
index 0000000..5609ba3
--- /dev/null
+++ b/Master/Modellbildung_und_Simulation/Aufgabenblatt2/Aufgabe2und3/src/Normaldistribution.h
@@ -0,0 +1,24 @@
+/*
+ * Normaldistribution.h
+ *
+ *  Created on: 20.05.2011
+ *      Author: sven
+ */
+
+#ifndef NORMALDISTRIBUTION_H_
+#define NORMALDISTRIBUTION_H_
+
+#include "Parametrisation.h"
+#include "CholeskyDecomposition.h"
+#include <vector>
+
+class Normaldistribution {
+public:
+	Normaldistribution();
+	virtual ~Normaldistribution();
+	void calcRandomVector(const CholeskyMatrix& D, const std::vector<double>& mu , std::vector<double>& y);
+private:
+	void calcStandardNormalDistributedRandomVector(const int size, std::vector<double>& u);
+};
+
+#endif /* NORMALDISTRIBUTION_H_ */