generating a random variable with a given mean and matrix

2016 10 15
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can any one tell me how to generate a NORMAL DISTRIBUTION random variable X = N(mu,A), where mu is the mean (mu = 0, 0 mean) and A is a p*p IDENTITY MATRIX. Please ask me if the question is unclear. Thanks

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Image Analyst
Image Analyst 2016-10-15

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Like this?
numRows = size(A, 1);
A(logical(eye(numRows))) = randn(1, numRows)

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fafz1203
fafz1203 2016-10-15
may I ask what the first line of command does?
fafz1203
fafz1203 2016-10-15
in my particular case A is 10*10 identity matrix
Image Analyst
Image Analyst 2016-10-15
The first line just figures out how large your square A matrix is. The second line assigns random numbers to elements along the diagonal only.
fafz1203
fafz1203 2016-10-15
that means i do not need the first line if i already know the size of my matrix right?
Image Analyst
Image Analyst 2016-10-15
编辑：Image Analyst 2016-10-15
Correct. If you already know numRows, or whatever you call your variable, if you even use one, then you do not need to calculate it again. You can do this:
A(logical(eye(10))) = randn(1, 10)
fafz1203
fafz1203 2016-10-15
I'm sorry but it turns out that I was wrong, Here is what I want to do I want to generate a random variable X (X~N(0,A)), that is it has 0 mean and A is a 10*10 covariance matrix which is a 10*10 identity matrix
now what i want to do is I want to generate a 10*1000 random variable X using the above information.
Please help me if you can. Thanks
Image Analyst
Image Analyst 2016-10-15
I don't believe you can do that and have the random variable be random. If it's random, you won't have A=eye(10) for the covariance matrix.

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