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#' Generate Random Variates from the Gaussian Distribution
#' (Singular Value Decomposition)
#'
#' @author Ivan Jacob Agaloos Pesigan
#'
#' @param Z Numeric matrix.
#' `n` by `k` matrix of independent random variates
#' from the standard univariate normal distribution
#' \eqn{\mathbf{Z}}.
#' @param svd Object.
#' Result of [svd()].
#'
#' @return Numeric matrix.
#'
#' @family Random Gaussian Functions
#' @keywords randomGaussian random svd internal
#' @noRd
.RandomGaussianSVD <- function(Z,
svd) {
return(
Z %*% svd$u %*% (
t(svd$v) * sqrt(
pmax(
svd$d,
0
)
)
)
)
}
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