www.pudn.com > HMM1.zip > gaussian_sample.m


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';