Generate Random Numbers such that Sum of their Squares is 1 ???

Hey all ,,

I would like to generate random numbers ( Normal Distribution) Such that their sum of Squares should be one .... Can any one suggest some idea 
???/

[Roger Stafford]

This is an impossible request. Having a sum of squares be one requires that the numbers be bounded. Having a normal distribution requires that values are unbounded. You can't have both.

Answer 1

[Roger Stafford]

If you drop any requirement of having a "normal" distribution, you can do this:

   x = randn(n,1);
   x = x/sqrt(sum(x.^2));

The sum of the squares of the n elements in x will always be 1.