function [ x, seed ] = normal_simple ( dim_num, n, seed ) %*****************************************************************************80 % %% NORMAL_SIMPLE creates normally distributed points. % % Discussion: % % The multivariate normal distribution has the form: % % f(x) = (2*pi*det(V))**(-DIM_NUM/2) * exp(-0.5*(x-mu)'*inverse(V)*(x-mu)) % % where mu is the mean vector, and V is a positive definite symmetric % matrix called the variance-covariance matrix. % % This routine implements the simplest version of a multivariate % normal distribution. The variance-covariance matrix is the identity, % and the mean vector is entirely zero. Thus, a sample on N points % is simply DIM_NUM*N scalar values generated under the univariate % normal distribution with zero mean and unit variance. % % Licensing: % % This code is distributed under the GNU LGPL license. % % Modified: % % 05 August 2005 % % Author: % % John Burkardt % % Parameters: % % Input, integer DIM_NUM, the dimension of the space. % % Input, integer N, the number of points. % % Input/output, integer SEED, a seed for the random number generator. % % Output, real X(DIM_NUM,N), the points. % [ x(1:dim_num,1:n), seed ] = r8mat_normal_01 ( dim_num, n, seed ); return end