Your example has 0 valued off-diagonal elements in sq, so there is no covariance and 2 independent gaussians can be used.
But it your sg had non-zero off-diagonals then according to a very old reference, if you can find lower triangular matrix c such that sg -: c+/ . *|:c then you can generate X=(c+/ . *Z)+mu where Z are standard normal and your desired result is X . I am assuming you have access to a standard normal random generator. One, which I have not used is the verb normalrandom in stats/base/random.ijs . -- (B=) <-----my sig Brian Schott ---------------------------------------------------------------------- For information about J forums see http://www.jsoftware.com/forums.htm
