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:

numSamples (n)
numDataDimensions (d)
numGaussians (k)
weight_1, weight_2, ..., weight_k # relative weights of Gaussians in mixture
k lines of means of each Gaussian, each specified as a line of d comma-separated values
d x d covariance matrices of each of the k Gaussians, each specified as d lines of d comma-separated values.

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