多维高斯分布协方差矩阵对数据分布的影响

% Plot the first dataset (case #1)

m=[0 0]';
S=[1 0;0 1];
N=500;
X = mvnrnd(m,S,N)';


subplot(2,4,1)


plot(X(1,:),X(2,:),'.'),title('1 0;0 1'),axis equal,axis([-7 7 -7 7]);
 
% Generate and plot the second dataset (case #2)
m=[0 0]';
S=[0.2 0;0 0.2];
N=500;
X = mvnrnd(m,S,N)';
subplot(2,4,2)


plot(X(1,:),X(2,:),'.'),title('0.2 0;0 0.2'),axis equal,axis([-7 7 -7 7]);
 


% Generate and plot the third dataset (case #3)
m=[0 0]';
S=[2 0;0 2];
N=500;
X = mvnrnd(m,S,N)';