% MVNORMRND - Multivariate Normal - Random Number Generation% Copyright (c) 1998, Harvard University. Full copyright in the file Copyright% % Y = mvnormrnd(mu, sigma, n) %%   mu = p by 1 mean column vector or n by p matrix of means%   sigma = covariance matrix%   n = number of observations to generate%%   Y = an n by p matrix of row vectors with mean mu and covariance sigma%% Note: works slightly different from Matlab builtin MVNRND.%%   if mu is a column vector, n rows will be returned, all with mean mu%%   if mu is a matrix, a matrix of the same size will be returned with%   row Y(i,:) having mean mu(i,:) .% % See also: MVNORMPDF, MVNORMLPRfunction [Y] = mvnormrnd (mu,sigma,n) [d1,d2] = size(mu);S = chol(sigma)';if d2==1,  % then mu is a column vector  X = normrnd(0,1,n,d1);  Y = X*S' + ones(n,1)*mu' ;else   X = normrnd(0,1,d1,d2);  Y = X*S' + mu ;end