Mercurial > hg > camir-aes2014

annotate toolboxes/FullBNT-1.0.7/KPMstats/gaussian_sample.m @ 0:e9a9cd732c1e tip

Find changesets by keywords (author, files, the commit message), revision number or hash, or revset expression.
first hg version after svn
author wolffd
date Tue, 10 Feb 2015 15:05:51 +0000
parents
children
rev   line source
wolffd@0 1 function x = gsamp(mu, covar, nsamp)
wolffd@0 2 %GSAMP Sample from a Gaussian distribution.
wolffd@0 3 %
wolffd@0 4 % Description
wolffd@0 5 %
wolffd@0 6 % X = GSAMP(MU, COVAR, NSAMP) generates a sample of size NSAMP from a
wolffd@0 7 % D-dimensional Gaussian distribution. The Gaussian density has mean
wolffd@0 8 % vector MU and covariance matrix COVAR, and the matrix X has NSAMP
wolffd@0 9 % rows in which each row represents a D-dimensional sample vector.
wolffd@0 10 %
wolffd@0 11 % See also
wolffd@0 12 % GAUSS, DEMGAUSS
wolffd@0 13 %
wolffd@0 14
wolffd@0 15 % Copyright (c) Ian T Nabney (1996-2001)
wolffd@0 16
wolffd@0 17 d = size(covar, 1);
wolffd@0 18
wolffd@0 19 mu = reshape(mu, 1, d); % Ensure that mu is a row vector
wolffd@0 20
wolffd@0 21 [evec, eval] = eig(covar);
wolffd@0 22
wolffd@0 23 coeffs = randn(nsamp, d)*sqrt(eval);
wolffd@0 24
wolffd@0 25 x = ones(nsamp, 1)*mu + coeffs*evec';