MULTIVARIATE NORMAL VALUE GENERATOR

The mnv library is used to generate random multivariate normal values using Choletsky decomposition.

For full documentation, see Doxygen docs

Installation

Easy way:

1. git clone the repo
2. Copy include folder to your project's folder.

If you wish to add the cmake project

1. git clone the repo to your project folder
2. use add_subdirectory(<path-to-repo>) command
3. use target_link_libraries(<your-executable-name> PRIVATE mnv::mnv)