How to generate gaussian white noise with variable variance

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Someone please tell me, how can I generate Gaussian white noise with variable variance. If possible give me equation and also source code.
Thanks in advance.

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Daniel Shub
Daniel Shub 2011-8-5
It is not clear what do you mean by variable variance. If you want a bunch of random numbers all with the same variance, but you want to be able to specify the variance sigma2:
randn(1, 0, sigma2);
If you want a set of random variable, with each coming from a distribution with a different sgima
sigma.*randn(size(sigma));

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