wehub-resource-sync
17 lines
479 B
Matlab
Executable File
17 lines
479 B
Matlab
Executable File
function x = gaussRnd(mu, Sigma, n)
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% Generate samples from a Gaussian distribution.
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% Input:
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% mu: d x 1 mean vector
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% Sigma: d x d covariance matrix
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% n: number of samples
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% Outpet:
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% x: d x n generated sample x~Gauss(mu,Sigma)
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% Written by Mo Chen (sth4nth@gmail.com).
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if nargin == 2
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n = 1;
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end
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[V,err] = chol(Sigma);
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if err ~= 0
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error('ERROR: sigma must be a symmetric positive definite matrix.');
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end
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x = V'*randn(size(V,1),n)+repmat(mu,1,n); |