Generate Samples from an arbitrary multidimensional Gaussian mixture

Purpose: This program generates a given number of samples from a probability distribution specified by a mixture of multidimensional Gaussians. The number of samples desired, and the parameters of the mixture, are specified in a file that is either given on the command line, or read from stdin. The results are written to stdout.

The format of the input file is as follows:

Note that lines beginning with '#' are ignored, as is anything after a '#' on a line. Example input files are provided below (mixture_1, etc.).
      Name                    Last modified       Size  Description

[   ] Makefile 13-Aug-2005 12:57 1k [   ] gaussian_mixture.c 13-Aug-2005 13:05 19k [   ] mixture_1 13-Aug-2005 12:43 1k [   ] mixture_2 13-Aug-2005 12:43 1k [   ] mixture_3 13-Aug-2005 12:43 1k

Author: David McG. Squire