给定一个协方差矩阵，如何构造出满足该协方差的样本？

how to generate data based on  known covariance matrix

https://stats.stackexchange.com/questions/120179/generating-data-with-a-given-sample-covariance-matrix

google yyds

↓

randn(n,d)的结果如下图：

 

按照给定的协方差生成数据如下图