MVGRND

Version 1.0.0.0 (330 Bytes) by Fabio Peixoto
Generates multivariate Gaussian random variables.
3.4
(5)
2.1K Downloads
Updated 1 Oct 2003

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Using the Cholesky decomposition, it generates n iterations of multivariate Gaussian random variables for a given mean vector (mu) and variance-covariance matrix (sigma).

mvgrnd(mu,sigma,n)

Cite As

Fabio Peixoto (2026). MVGRND (https://www.mathworks.com/matlabcentral/fileexchange/4018-mvgrnd), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R12.1
Compatible with any release
Platform Compatibility
Windows macOS Linux
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Version Published Release Notes
1.0.0.0