Function File: s = mvnrnd (mu, Sigma)

Function File: s = mvnrnd (mu, Sigma, n)

Function File: s = mvnrnd (..., tol)

Draw n random d-dimensional vectors from a multivariate Gaussian distribution with mean mu(nxd) and covariance matrix Sigma(dxd).

If n is given then mu can be a 1-by-d vector. If it is not given mu must be n-by-d.

If the argument tol is given the eigenvalues of Sigma are checked for positivity against -100*tol. the default value of tol is eps*norm (Sigma, "fro").