The Multivariate Normal density function is used frequently in a number of problems. Especially for MCMC problems, fast evaluation is important. Multivariate Normal Likelihoods, Priors and mixtures of Multivariate Normals require numerous evaluations, thus speed of computation is vital. We show a twofold increase in speed by using RcppArmadillo, and some extra gain by using OpenMP. This project is based...