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

first hg version after svn

+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);
+
+coeffs = randn(nsamp, d)*sqrt(eval);
+
+x = ones(nsamp, 1)*mu + coeffs*evec';