?? gsamp.m
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function x = gsamp(mu, covar, nsamp)%GSAMP Sample from a Gaussian distribution.%% Description%% X = GSAMP(MU, COVAR, NSAMP) generates a sample of size NSAMP from a% D-dimensional Gaussian distribution. The Gaussian density has mean% vector MU and covariance matrix COVAR, and the matrix X has NSAMP% rows in which each row represents a D-dimensional sample vector.%% See also% GAUSS, DEMGAUSS%% Copyright (c) Ian T Nabney (1996-2001)d = size(covar, 1);mu = reshape(mu, 1, d); % Ensure that mu is a row vector[evec, eval] = eig(covar);deig=diag(eval);if (~isreal(deig)) | any(deig<0), warning('Covariance Matrix is not OK, redefined to be positive definite'); eval=abs(eval);endcoeffs = randn(nsamp, d)*sqrt(eval);x = ones(nsamp, 1)*mu + coeffs*evec';
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