id	summary	reporter	owner	description	type	status	priority	milestone	component	version	severity	resolution	keywords	cc
979	Error in first sample in GibbsRectangleMNormal	César Pérez Álvarez	Jorge	"If we compile this code several times:

Matrix mu  = Col(0.0);
Matrix cov = Col(1);
Matrix c1  = Col(-1/0);
Matrix c2  = Col(1/0);
Matrix MCsample = GibbsRectangleMNormal(mu, cov, c1, c2, 1, 1);

Always sample value is -8.29131843138. If we try with this code

Matrix mu  = Col(0.0);
Matrix cov = Col(1);
Matrix c1  = Col(-1/0);
Matrix c2  = Col(1/0);
Matrix MCsample = GibbsRectangleMNormal(mu, cov, c1, c2, 1, 100);

And the first sample, that we get, is the upper value. I think that problem is the limits (-inf, +inf). If we try with others value not +/-inf the sampling works well.
If we calculate the probabability density without this value, this density is the expected one N(0,1).




"	defect	assigned	low		Math	2.0.1	minor		b44