title: How to use calculate high-dimensional Gaussian distribution with boost (C++)?
body: <p>How to calculate high-dimensional Gaussian distribution with boost (C++ library).</p>
  
  <p><a href="http://www.boost.org/doc/libs/1_35_0/libs/math/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/normal_dist.html" rel="nofollow">http://www.boost.org/doc/libs/1_35_0/libs/math/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/normal_dist.html</a></p>
  
  <p>The documents don't mention how to calculate mutli-dimensional Normal distribution.</p>