About package
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Mir-Random [1] is a random number generator library that covers C++ STL [2]. It is compatible with mir.ndslice, std.algorithm, and std.range. In the same time mir.random has its own API, which is more secure and safe compared with std.random.

Release v0.2.5
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Mir-Random got three major additions:

- System level `genRandomNonBlocking` and `genRandomBlocking` was added to `mir.random.engine` by Sebastian Wilzbach (@wilzbach). `unpredictableSeed` became more secure.

- Permuted Congruential Generator (PCG) [3] was added by Nicholas Wilson (@thewilsonator)  After a while it will replace Mersenne Twister for default engine (`Random` alias).

- `SphereVariable`, `SimplexVariable`, `DirichletVariable`, and `MultivariateNormalVariable` was added to `mir.random.ndvariable` by  Simon Bürger (@krox). Multivariate normal RNG uses private Cholesky decomposition, which has not unittests yet. PRs are welcome.

Links
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[1] https://github.com/libmir/mir-random
[2] http://en.cppreference.com/w/cpp/numeric/random
[3] http://www.pcg-random.org/

Best regards,
Ilya

On Wednesday, 27 September 2017 at 05:24:50 UTC, Ilya Yaroshenko wrote:
>
> private Cholesky decomposition, which has not unittests yet. PRs are welcome.
>

My fork of lubeck has a branch where I was doing some work on adding cholesky that has some unittests if you want to borrow them (probably needs some adjustments).
https://github.com/jmh530/lubeck/blob/f012582871c0cde8d7dc18d7f833f513a06cfaca/source/lubeck.d#L1377

On Wednesday, 27 September 2017 at 11:52:32 UTC, jmh530 wrote:
> On Wednesday, 27 September 2017 at 05:24:50 UTC, Ilya Yaroshenko wrote:
>>
>> private Cholesky decomposition, which has not unittests yet. PRs are welcome.
>>
>
> My fork of lubeck has a branch where I was doing some work on adding cholesky that has some unittests if you want to borrow them (probably needs some adjustments).
> https://github.com/jmh530/lubeck/blob/f012582871c0cde8d7dc18d7f833f513a06cfaca/source/lubeck.d#L1377

Thanks! And looking forward to find you PR in Lubeck! --Ilya

On Wednesday, 27 September 2017 at 12:21:24 UTC, Ilya Yaroshenko wrote:
>
> Thanks! And looking forward to find you PR in Lubeck! --Ilya

It's what prompted eachLower/eachUpper. I was like, there's gotta be a pretty way of doing this and got completely distracted from cholesky!