diff toolboxes/FullBNT-1.0.7/netlab3.3/gsamp.m @ 0:e9a9cd732c1e tip

first hg version after svn

--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/toolboxes/FullBNT-1.0.7/netlab3.3/gsamp.m	Tue Feb 10 15:05:51 2015 +0000
@@ -0,0 +1,32 @@
+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);
+end
+
+coeffs = randn(nsamp, d)*sqrt(eval);
+
+x = ones(nsamp, 1)*mu + coeffs*evec';