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ParaMonte Fortran 2.0.0
Parallel Monte Carlo and Machine Learning Library
See the latest version documentation. |
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... | |
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 ⛓
Final Remarks ⛓
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Definition at line 283 of file pm_distCov.F90.
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.