Sample a Gaussian vector using the fast sampler of BHATTACHARYA et al.
Source:R/experimental_funs.R
sampleFastGaussian.Rd
Sample from N(mu, Sigma) where Sigma = solve(crossprod(Phi) + solve(D)) and mu = Sigma*crossprod(Phi, alpha):
R/experimental_funs.R
sampleFastGaussian.Rd
Sample from N(mu, Sigma) where Sigma = solve(crossprod(Phi) + solve(D)) and mu = Sigma*crossprod(Phi, alpha):