g05ezf

g05ezf © Numerical Algorithms Group, 2002.

Purpose

G05EZF Pseudo-random multivariate Normal vector from reference vector

Synopsis

[z,ifail] = g05ezf(r<,ifail>)

Description

 
 This routine is designed for use in conjunction with G05EAF. The 
 description of G05EAF should be referred to for a specification 
 of the operation of these two routines.

Parameters

g05ezf

Required Input Arguments:

r (:)                                 real

Optional Input Arguments:                       <Default>

ifail                                 integer  -1

Output Arguments:

z (:)                                 real
ifail                                 integer