title: Multivariate normal density function in C++
body: <p>How can I calculate the <a href="http://en.wikipedia.org/wiki/Multivariate_normal_distribution#Density_function" rel="nofollow">multivariate normal density function</a> in C++ (for an arbitrary dimension) in a numerically stable way, and ideally with minimum number of dependencies?</p>
  
  <p>To be precise I am after the logarithm of the density.</p>