aspcore.montecarlo.sample_complex_gaussian

aspcore.montecarlo.sample_complex_gaussian(mean, cov, rng, num_samples)

Sample from a circularly symmetric complex Gaussian distribution with given mean and covariance matrix.

Parameters:

• mean (complex ndarray of shape (dim,)) – Mean of the complex Gaussian distribution.

• cov (complex ndarray of shape (dim, dim)) – Covariance matrix of the complex Gaussian distribution.

• rng (numpy.random.Generator) – Random number generator.

• num_samples (int) – Number of samples to draw.

Returns:

sample – Complex Gaussian samples.

Return type:

ndarray of shape (dim, num_samples)