MATLAB: How to use mvnrnd function

Question

How to use mvnrnd function ?

I need to generate a matrix whose elements follow normal distribution with zero mean and Q covariance matrix . I know Q (some positive definite matrix)

I'm using the following code

Q size is (4,4) MU=zeros(1,4); noise=mvnrnd(MU,Q,10)+1j*mvnrnd(MU,Q,10);

MY noise size should be (4,10) but i m getting size as (10,4)

Thanks

Answer 1

The documentation of MVNRND suggests that the syntax is

>> r = mvnrnd(MU,SIGMA,cases) and r = mvnrnd(MU,SIGMA,cases) returns a cases-by-d matrix R of random vectors chosen from the multivariate normal distribution with a common 1-by-d mean vector MU, and a common d-by-d covariance matrix SIGMA. As cases is 10 in your case and d is 4, you are observing the dimension 10*4 for 'noise'.

Please refer to the documentation at:

http://www.mathworks.com/help/stats/mvnrnd.html