pm_distCov::onion_type Type Reference

This the derived type whose instances imply the use of the Onion algorithm for generating random covariance matrices as described in algorithm of Lewandowski et al. (2009).
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Public Attributes
integer(IK)	info = 0_IK
	The scalar integer of default kind IK, whose non-zero value indicates the Cholesky factorization failure within the Onion method. More...

Detailed Description

This the derived type whose instances imply the use of the Onion algorithm for generating random covariance matrices as described in algorithm of Lewandowski et al. (2009).

See the documentation of pm_distCov for details.

Possible calling interfaces ⛓

use pm_distCov, only: onion_type
type(onion_type), parameter :: onion
 
onion = onion_type()
print *, onion%info

Note

See the documentation of getCovRand for example usage.

See also

gram
dvine
onion
gram_type
dvine_type
onion_type
getCovRand
setCovRand

Test:

test_pm_distCov

Final Remarks ⛓

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Copyright

Computational Data Science Lab

Author:

Amir Shahmoradi, Monday March 6, 2017, 3:22 pm, Institute for Computational Engineering and Sciences (ICES), The University of Texas at Austin.

Definition at line 283 of file pm_distCov.F90.

Member Data Documentation

info

integer(IK) pm_distCov::onion_type::info = 0_IK

The scalar integer of default kind IK, whose non-zero value indicates the Cholesky factorization failure within the Onion method.

Definition at line 284 of file pm_distCov.F90.

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The documentation for this type was generated from the following file:

• src/fortran/main/pm_distCov.F90