mvlaprnd(d,MU,SIGMA​)

Version 1.0.0.0 (1.51 KB) by Arun M
Generate multivariate laplacian random numbers
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Updated 21 Feb 2017

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The program generates random numbers from a multivariate Laplacian distribution. Multivariate Laplacian random number generator is of significance since this distribution is one of the sparse distributions which is commonly encountered in speech and image signals. For most of the natural signals, there exist a sparse representation of the signal where multivariate Laplace distributions can be widely used.

Cite As

Arun M (2024). mvlaprnd(d,MU,SIGMA) (https://www.mathworks.com/matlabcentral/fileexchange/61467-mvlaprnd-d-mu-sigma), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2015a
Compatible with any release
Platform Compatibility
Windows macOS Linux
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Version Published Release Notes
1.0.0.0

The condition for checking positive definiteness of covariance matrix is modified.