1/29/2017

cseweb.ucsd.edu/~gary/2014_matrix_cheatsheet_table.html

ThispagecopiedfromSebastianRaschka....Thanks,Sebastian!Seebelowforlicenseinformation.
[backtoarticle]

TheMatrixCheatsheetbySebastianRaschkaislicensedunderaCreativeCommonsAttribution4.0InternationalLicense.

(lastupdated:June18,2014)

http://cseweb.ucsd.edu/~gary/2014_matrix_cheatsheet_table.html

1/9

1/29/2017

cseweb.ucsd.edu/~gary/2014_matrix_cheatsheet_table.html

MATLAB/Octave

Task

PythonNumPy

Julia

Task

CREATINGMATRICES
CreatingMatrices
(here:3x3matrix)

M>A=[123;456;789]

P>A=np.array([[1,2,3],

R>A=

J>A=[123;456;789]
matrix(c(1,2,3,4,5,6,7,8,9),nrow=3,byrow=T) 3x3Array{Int64,2}:

123
456
#equivalentto
789
#A=matrix(1:9,nrow=3,byrow=T)

R>A
[,1][,2][,3]
[1,]123
[2,]456
[3,]789

CreatingMatrices
(here:3x3matrix)

Creatingan1D
columnvector

M>a=[1;2;3]

P>a=

R>a=matrix(c(1,2,3),nrow=3,byrow=T)

J>a=[1;2;3]

Creatingan1D
columnvector

J>b=[123]

Creatingan
1Drowvector

A=
123
456
789

a=
1
2
3

[4,5,6],[7,8,9]])

P>A
array([[1,2,3],
[4,5,6],
[7,8,9]])

np.array([1,2,3]).reshape(1,3)

[,1]
[1,]1
[2,]2
[3,]3

P>b.shape
(1,3)

R>a

3elementArray{Int64,1}:
1
2
3

Creatingan
1Drowvector

M>b=[123]
b=
123

P>b=np.array([1,2,3])

R>b=matrix(c(1,2,3),ncol=3)

P>b

R>b

array([1,2,3])

[,1][,2][,3]
[1,]123

#notethatnumpydoesn'thave
#explicitrowvectors,but1D
#arrays

1x3Array{Int64,2}:
123

#notethatthisisa2Darray.
#vectorsinJuliaarecolumns

P>b.shape
(3,)

Creatinga
randommxn
matrix

M>rand(3,2)

P>np.random.rand(3,2)

R>matrix(runif(3*2),ncol=2)
array([[0.29347865,0.17920462], [,1][,2]
[0.51615758,0.64593471], [1,]0.56751270.7751204
[0.01067605,0.09692771]]) [2,]0.34394120.5261893
[3,]0.22731770.223438

J>rand(3,2)

Creatinga
randommxnmatrix

Creatinga
zeromxnmatrix

M>zeros(3,2)

P>np.zeros((3,2))

R>mat.or.vec(3,2)

J>zeros(3,2)

Creatinga
zeromxnmatrix

P>np.ones((3,2))

R>matrix(1L,3,2)

J>ones(3,2)

Creatingan
mxnmatrixofones

ans=
0.219770.10220
0.389590.69911
0.156240.65637

ans=
00
00
00

Creatingan
M>ones(3,2)
mxnmatrixofones ans=
11
11
11

http://cseweb.ucsd.edu/~gary/2014_matrix_cheatsheet_table.html

array([[0.,0.],
[0.,0.],
[0.,0.]])

array([[1.,1.],
[1.,1.],
[1.,1.]])

[,1][,2]
[1,]00
[2,]00
[3,]00

[,1][,2]
[1,]11

3x2Array{Float64,2}:
0.368820.267725
0.5718560.601524
0.8480840.858935

3x2Array{Float64,2}:
0.00.0
0.00.0
0.00.0

3x2Array{Float64,2}:
1.01.0
1.01.0
1.01.0

2/9

1/29/2017

cseweb.ucsd.edu/~gary/2014_matrix_cheatsheet_table.html
[2,]11
[3,]11

Creatingan
identitymatrix

M>eye(3)

P>np.eye(3)

R>diag(3)

J>eye(3)

Creatingan
identitymatrix

Creatinga
diagonalmatrix

M>a=[123]

P>a=np.array([1,2,3])

R>diag(1:3)

J>a=[1,2,3]

M>diag(a)

P>np.diag(a)

Creatinga
diagonalmatrix

J>A=[123;456]

Gettingthe
dimension
ofamatrix
(here:2D,rowsx
cols)

J>A=[123;456;789];

Selectingrows

ans=
DiagonalMatrix
100
010
001

ans=
DiagonalMatrix
100
020
003

array([[1.,0.,0.],
[0.,1.,0.],
[0.,0.,1.]])

array([[1,0,0],
[0,2,0],
[0,0,3]])

[,1][,2][,3]
[1,]100
[2,]010
[3,]001

[,1][,2][,3]
[1,]100
[2,]020
[3,]003

3x3Array{Float64,2}:
1.00.00.0
0.01.00.0
0.00.01.0

#addedcommasbecausejulia
#vectorsarecolumnar

J>diagm(a)
3x3Array{Int64,2}:
100
020
003

ACCESSINGMATRIXELEMENTS

Gettingthe
dimension
ofamatrix
(here:2D,rowsx
cols)

M>A=[123;456]
A=
123
456

M>size(A)
ans=
23

Selectingrows

M>A=[123;456;789]
%1strow
M>A(1,:)
ans=
123
%1st2rows
M>A(1:2,:)
ans=
123
456

Selectingcolumns

http://cseweb.ucsd.edu/~gary/2014_matrix_cheatsheet_table.html

P>A=np.array([[1,2,3],[4,5,6] R>A=matrix(1:6,nrow=2,byrow=T)
])

P>A

[,1][,2][,3]
[1,]123
[2,]456

array([[1,2,3],
[4,5,6]])

P>A.shape
(2,3)

P>A=np.array([[1,2,3],

[4,5,6],[7,8,9]])

#1strow
P>A[0,:]
array([1,2,3])

#1st2rows
P>A[0:2,:]
array([[1,2,3],[4,5,6]])

R>A

2x3Array{Int64,2}:
123
456

J>size(A)
(2,3)

R>dim(A)
[1]23

R>A=matrix(1:9,nrow=3,byrow=T)

#1strow
R>A[1,]
[1]123

#1st2rows

R>A[1:2,]

[,1][,2][,3]
[1,]123
[2,]456

#semicolonsuppressesoutput

#1strow
J>A[1,:]
1x3Array{Int64,2}:
123

#1st2rows
J>A[1:2,:]
2x3Array{Int64,2}:
123
456

Selectingcolumns

3/9

1/29/2017

cseweb.ucsd.edu/~gary/2014_matrix_cheatsheet_table.html
M>A=[123;456;789]
%1stcolumn
M>A(:,1)
ans=
1
4
7
%1st2columns
M>A(:,1:2)
ans=
12
45
78

Extractingrowsand M>A=[123;459;789]
columnsbycriteria A=
123

(here:getrowsthat 459
789
havevalue9in
column3)
M>A(A(:,3)==9,:)
ans=
459
789

P>A=np.array([[1,2,3],

[4,5,6],[7,8,9]])

#1stcolumn(asrowvector)
P>A[:,0]
array([1,4,7])

#1stcolumn(ascolumnvector)
P>A[:,[0]]
array([[1],
[4],
[7]])

#1st2columns
P>A[:,0:2]
array([[1,2],
[4,5],
[7,8]])

P>A=np.array([[1,2,3],
[4,5,9],[7,8,9]])

P>A
array([[1,2,3],
[4,5,9],
[7,8,9]])

P>A[A[:,2]==9]
array([[4,5,9],
[7,8,9]])

R>A=matrix(1:9,nrow=3,byrow=T)

J>A=[123;456;789];

R>A[,1:2]

#1stcolumn
J>A[:,1]
3elementArray{Int64,1}:
1
4
7

#1st2columns
J>A[:,1:2]
3x2Array{Int64,2}:
12
45
78

R>A=matrix(1:9,nrow=3,byrow=T)

J>A=[123;459;789]

#1stcolumnasrowvector

R>t(A[,1])

[,1][,2][,3]
[1,]147

#1stcolumnascolumnvector

R>A[,1]

[1]147

#1st2columns
[,1][,2]
[1,]12
[2,]45
[3,]78

R>A

[,1][,2][,3]
[1,]123
[2,]459
[3,]789

R>A[A[,3]==9,]
[1]789

3x3Array{Int64,2}:
123
459
789

#use'.=='for
#elementwisecheck
J>A[A[:,3].==9,:]
2x3Array{Int64,2}:
459
789

Extractingrowsand
columnsbycriteria

(here:getrowsthat
havevalue9in
column3)

Accessingelements M>A=[123;456;789]
(here:1stelement)
M>A(1,1)
ans=1

P>A=np.array([[1,2,3],
[4,5,6],[7,8,9]])

P>A[0,0]
1

R>A=

J>A=[123;456;789];
matrix(c(1,2,3,4,5,9,7,8,9),nrow=3,byrow=T)
J>A[1,1]

1
R>A[1,1]
[1]1

Accessingelements
(here:1stelement)

MANIPULATINGSHAPEANDDIMENSIONS

Converting
amatrixintoarow
vector(bycolumn)

M>A=[123;456;789]
M>A(:)
ans=
1
4
7
2
5
8
3

http://cseweb.ucsd.edu/~gary/2014_matrix_cheatsheet_table.html

P>A=np.array([[1,2,3],[4,5,6],
[7,8,9]])

P>A.flatten(1)
array([1,4,7,2,5,8,3,6,9])

R>A=matrix(1:9,nrow=3,byrow=T)

J>A=[123;456;789]

J>vec(A)

R>as.vector(A)

9elementArray{Int64,1}:

1
4
7
2
5
8
3

[1]147258369

Converting
amatrixintoarow
vector(bycolumn)

4/9

1/29/2017
Converting
rowtocolumn
vectors

cseweb.ucsd.edu/~gary/2014_matrix_cheatsheet_table.html
6
9

M>b=[123]

P>b=np.array([1,2,3])

R>b=matrix(c(1,2,3),ncol=3)

M>b=b'

P>b=b[np.newaxis].T

R>t(b)

P>A=np.array([[1,2,3],[4,5,6],

R>A=matrix(1:9,nrow=3,byrow=T)

b=
1
2
3

ReshapingMatrices M>A=[123;456;789]
(here:3x3matrixto
rowvector)

A=
123
456
789

M>total_elements=numel(A)
M>B=reshape(A,1,total_elements)

%orreshape(A,1,9)
B=
147258369

#alternatively
#b=b[:,np.newaxis]

P>b
array([[1],
[2],
[3]])

[7,8,9]])

P>A
array([[1,2,3],
[4,5,9],
[7,8,9]])

P>total_elements=
np.prod(A.shape)

P>B=A.reshape(1,

total_elements)

#alternativeshortcut:
#A.reshape(1,1)

P>B
array([[1,2,3,4,5,6,7,8,
9]])

Concatenating
matrices

M>A=[123;456]
M>B=[789;101112]
M>C=[A;B]

123
456
789
101112

Stacking
M>a=[123]
vectorsandmatrices
M>b=[456]
M>c=[a'b']
c=
14
25
36

M>c=[a;b]
c=
123
456

http://cseweb.ucsd.edu/~gary/2014_matrix_cheatsheet_table.html

[,1]
[1,]1
[2,]2
[3,]3

R>A

[,1][,2][,3]
[1,]123
[2,]456
[3,]789

R>total_elements=dim(A)[1]*dim(A)[2]

R>B=matrix(A,ncol=total_elements)

R>B
[,1][,2][,3][,4][,5][,6][,7][,8]
[,9]
[1,]147258369

P>A=np.array([[1,2,3],[4,5, R>A=matrix(1:6,nrow=2,byrow=T)

6
9

J>b=vec([123])

Converting
rowtocolumn
vectors

J>A=[123;456;789]

ReshapingMatrices

(here:3x3matrixto
rowvector)

J>A=[123;456];

Concatenating
matrices

3elementArray{Int64,1}:
1
2
3

3x3Array{Int64,2}:
123
456
789

J>total_elements=length(A)
9

J>B=reshape(A,1,total_elements)
1x9Array{Int64,2}:
147258369

6]])

P>B=np.array([[7,8,9],
[10,11,12]])

P>C=np.concatenate((A,B),
axis=0)

P>C
array([[1,2,3],
[4,5,6],
[7,8,9],
[10,11,12]])

P>a=np.array([1,2,3])
P>b=np.array([4,5,6])

R>a=matrix(1:3,ncol=3)

J>a=[123];

P>np.c_[a,b]

R>b=matrix(4:6,ncol=3)

J>b=[456];

R>matrix(rbind(A,B),ncol=2)

J>c=[a'b']

array([[1,4],
[2,5],
[3,6]])

P>np.r_[a,b]
array([[1,2,3],
[4,5,6]])

R>B=matrix(7:12,nrow=2,byrow=T)

J>B=[789;101112];

R>C=rbind(A,B)

J>C=[A;B]

R>C

[,1][,2][,3]
[1,]123
[2,]456
[3,]789
[4,]101112

[,1][,2]
[1,]15
[2,]43

R>rbind(A,B)
[,1][,2][,3]
[1,]123
[2,]456

4x3Array{Int64,2}:
123
456
789
101112

Stacking
vectorsandmatrices

3x2Array{Int64,2}:
14
25
36

J>c=[a;b]
2x3Array{Int64,2}:
123
456

5/9

1/29/2017

cseweb.ucsd.edu/~gary/2014_matrix_cheatsheet_table.html

BASICMATRIXOPERATIONS

Matrixscalar
operations

M>A=[123;456;789]
M>A*2

ans=
246
81012
141618

M>A+2
M>A2
M>A/2

P>A=np.array([[1,2,3],
[4,5,6],[7,8,9]])

P>A*2
array([[2,4,6],
[8,10,12],
[14,16,18]])

P>A+2

P>A2

P>A/2

R>A=matrix(1:9,nrow=3,byrow=T)

J>A=[123;456;789];

Matrixscalar
operations

R>A=matrix(1:9,nrow=3,byrow=T)

J>A=[123;456;789];

R>A%*%A

J>A*A

Matrixmatrix
multiplication

R>A=matrix(1:9,ncol=3)

J>A=[123;456;789];

R>b=matrix(1:3,nrow=3)

J>b=[1;2;3];

R>t(b%*%A)
[,1]
[1,]14
[2,]32
[3,]50

J>A*b

R>A=matrix(1:9,nrow=3,byrow=T)

J>A=[123;456;789];

R>A*2

[,1][,2][,3]
[1,]246
[2,]81012
[3,]141618

R>A+2

R>A2

R>A/2

#NotethatNumPywasoptimizedfor
#inplaceassignments
#e.g.,A+=Ainsteadof
#A=A+A

Matrixmatrix
multiplication

Matrixvector
multiplication

M>A=[123;456;789]
ans=
303642
668196
102126150

[4,5,6],[7,8,9]])

P>np.dot(A,A)#orA.dot(A)
array([[30,36,42],
[66,81,96],
[102,126,150]])

M>A=[123;456;789]

P>A=np.array([[1,2,3],

M>A*A

M>A*b

[4,5,6],[7,8,9]])

P>b=np.array([[1],[2],[3]])

P>np.dot(A,b)#orA.dot(b)

array([[14],[32],[50]])

M>A=[123;456;789]

P>A=np.array([[1,2,3],

M>b=[1;2;3]
ans=
14
32
50

Elementwise
matrix
matrixoperations

P>A=np.array([[1,2,3],

M>A.*A

ans=
149
162536
496481

M>A.+A
M>A.A
M>A./A

http://cseweb.ucsd.edu/~gary/2014_matrix_cheatsheet_table.html

[4,5,6],[7,8,9]])

P>A*A
array([[1,4,9],
[16,25,36],
[49,64,81]])

P>A+A

P>AA

P>A/A

[,1][,2][,3]
[1,]303642
[2,]668196
[3,]102126150

R>A*A

[,1][,2][,3]
[1,]149
[2,]162536
[3,]496481

R>A+A

R>AA

R>A/A

#elementwiseoperator

J>A.*2
3x3Array{Int64,2}:
246
81012
141618

J>A.+2;

J>A.2;

J>A./2;

3x3Array{Int64,2}:
303642
668196
102126150

Matrixvector
multiplication

3elementArray{Int64,1}:
14
32
50

J>A.*A

3x3Array{Int64,2}:
149
162536
496481

J>A.+A;

J>A.A;

J>A./A;

Elementwise
matrix
matrixoperations

6/9

1/29/2017

cseweb.ucsd.edu/~gary/2014_matrix_cheatsheet_table.html

Matrixelementsto
powern

M>A=[123;456;789]

(here:individual
elementssquared)

ans=
149
162536
496481

#NotethatNumPywasoptimizedfor
#inplaceassignments
#e.g.,A+=Ainsteadof
#A=A+A
P>A=np.array([[1,2,3],
[4,5,6],[7,8,9]])

P>np.power(A,2)
array([[1,4,9],
[16,25,36],
[49,64,81]])

Matrixtopowern

M>A=[123;456;789]

P>A=np.array([[1,2,3],

M>A.^2

668196
102126150

[4,5,6],[7,8,9]])

P>np.linalg.matrix_power(A,2)
array([[30,36,42],
[66,81,96],
[102,126,150]])

M>A=[123;456;789]

P>A=np.array([[1,2,3],

M>A^2
(here:matrix
matrixmultiplication ans=
303642
withitself)

Matrixtranspose

R>A^2

J>A.^2

R>A=matrix(1:9,ncol=3)

J>A=[123;456;789];

[,1][,2][,3]
[1,]149
[2,]162536
[3,]496481

#requirestheexpmpackage

R>install.packages('expm')

R>library(expm)

R>A%^%2
[,1][,2][,3]
[1,]3066102
[2,]3681126
[3,]4296150

R>A=matrix(1:9,nrow=3,byrow=T)

ans=
147
258
369

M>A=[611;425;287]

P>A=np.array([[6,1,1],[4,2,5], R>A=matrix(c(6,1,1,4,2,5,2,8,7),

A=
611
425
287

M>det(A)

ans=306

Inverseofamatrix

J>A=[123;456;789];

[4,5,6],[7,8,9]])

P>A.T
array([[1,4,7],
[2,5,8],
[3,6,9]])

M>A'

Determinantofa
matrix:
A>|A|

R>A=matrix(1:9,nrow=3,byrow=T)

M>A=[47;26]
A=
47
26

M>A_inv=inv(A)

A_inv=
0.600000.70000
0.200000.40000

http://cseweb.ucsd.edu/~gary/2014_matrix_cheatsheet_table.html

R>t(A)

[,1][,2][,3]
[1,]147
[2,]258
[3,]369

3x3Array{Int64,2}:
149
162536
496481

J>A^2

Matrixtopowern

(here:matrix
matrixmultiplication
withitself)

J>A=[123;456;789]

Matrixtranspose

J>A=[611;425;287]

Determinantofa
matrix:
A>|A|

3x3Array{Int64,2}:
303642
668196
102126150

3x3Array{Int64,2}:
123
456
789

J>A'
3x3Array{Int64,2}:
147
258
369

[2,8,7]])

P>A
array([[6,1,1],
[4,2,5],
[2,8,7]])

P>np.linalg.det(A)
306.0

nrow=3,byrow=T)

R>A
[,1][,2][,3]
[1,]611
[2,]425
[3,]287

R>det(A)
[1]306

P>A=np.array([[4,7],[2,6]])

R>A=matrix(c(4,7,2,6),nrow=2,byrow=T) J>A=[47;26]

P>A

R>A

array([[4,7],
[2,6]])

P>A_inverse=np.linalg.inv(A)

P>A_inverse
array([[0.6,0.7],
[0.2,0.4]])

[,1][,2]
[1,]47
[2,]26

R>solve(A)
[,1][,2]
[1,]0.60.7
[2,]0.20.4

Matrixelementsto
powern

(here:individual
elementssquared)

3x3Array{Int64,2}:
611
425
287

J>det(A)
306.0

Inverseofamatrix

2x2Array{Int64,2}:
47
26

J>A_inv=inv(A)
2x2Array{Float64,2}:
0.60.7
0.20.4

7/9

1/29/2017

cseweb.ucsd.edu/~gary/2014_matrix_cheatsheet_table.html

ADVANCEDMATRIXOPERATIONS

Calculatingthe
covariancematrix
of3random
variables

M>x1=[4.00004.20003.90004.3000
4.1000]

M>x2=[2.00002.10002.00002.1000
2.2000]'

(here:covariancesof
M>x3=[0.600000.590000.580000.62000
themeans
0.63000]
ofx1,x2,andx3)
M>cov([x1,x2,x3])
ans=
2.5000e027.5000e031.7500e03
7.5000e037.0000e031.3500e03
1.7500e031.3500e034.3000e04

Calculating
eigenvectors
andeigenvalues

M>A=[31;13]
A=
31
13

M>[eig_vec,eig_val]=eig(A)
eig_vec=
0.707110.70711
0.707110.70711
eig_val=
DiagonalMatrix
20
04

Generatinga
Gaussiandataset:
creatingrandom
vectorsfromthe
multivariatenormal

%requiresstatisticstoolboxpackage
%howtoinstallandloaditinOctave:

P>x1=np.array([4,4.2,3.9,

4.3,4.1])

P>x2=np.array([2,2.1,2,2.1,
2.2])

P>x3=np.array([0.6,0.59,
0.58,0.62,0.63])

P>np.cov([x1,x2,x3])
Array([[0.025,0.0075,
0.00175],
[0.0075,0.007,
0.00135],
[0.00175,0.00135,
0.00043]])

R>x1=matrix(c(4,4.2,3.9,4.3,4.1),
ncol=5)

R>x2=matrix(c(2,2.1,2,2.1,2.2),
ncol=5)

R>x3=matrix(c(0.6,0.59,0.58,0.62,
0.63),ncol=5)

R>cov(matrix(c(x1,x2,x3),ncol=3))
[,1][,2][,3]
[1,]0.025000.007500.00175
[2,]0.007500.007000.00135
[3,]0.001750.001350.00043

P>A=np.array([[3,1],[1,3]])

R>A=matrix(c(3,1,1,3),ncol=2)

P>A

R>A

array([[3,1],
[1,3]])

P>eig_val,eig_vec=
np.linalg.eig(A)

P>eig_val
array([4.,2.])

P>eig_vec
Array([[0.70710678,0.70710678],
[0.70710678,0.70710678]])

P>mean=np.array([0,0])

[,1][,2]
[1,]31
[2,]13

R>eigen(A)
$values
[1]42

$vectors
[,1][,2]
[1,]0.70710680.7071068
[2,]0.70710680.7071068

#requiresthemasspackage

R>install.packages('MASS')
P>cov=np.array([[2,0],[0,2]])
%downloadthepackagefrom:

%
P>
R>library(MASS)
http://octave.sourceforge.net/packages.php
np.random.multivariate_normal(mean,
%pkginstall

http://cseweb.ucsd.edu/~gary/2014_matrix_cheatsheet_table.html

J>x1=[4.04.23.94.34.1]';

J>x2=[2.2.12.2.12.2]';

J>x3=[0.6.59.58.62.63]';

J>cov([x1x2x3])

3x3Array{Float64,2}:
0.0250.00750.00175
0.00750.0070.00135
0.001750.001350.00043

J>A=[31;13]

2x2Array{Int64,2}:
31
13

J>(eig_vec,eig_val)=eig(a)
([2.0,4.0],
2x2Array{Float64,2}:
0.7071070.707107
0.7071070.707107)

Calculatingthe
covariancematrix
of3random
variables

(here:covariancesof
themeans
ofx1,x2,andx3)

Calculating
eigenvectors
andeigenvalues

#requirestheDistributionspackagefrom
Generatinga
https://github.com/JuliaStats/Distributions.jl Gaussiandataset:

J>usingDistributions
creatingrandom

vectorsfromthe
J>mean=[0.,0.]

multivariatenormal

8/9

1/29/2017
distributiongiven
meanand
covariancematrix

cseweb.ucsd.edu/~gary/2014_matrix_cheatsheet_table.html
%~/Desktop/io2.0.2.tar.gz
%pkginstall
%~/Desktop/statistics1.2.3.tar.gz

M>pkgloadstatistics
(here:5random
vectorswith
M>mean=[00]
mean0,covariance
=0,variance=2)
M>cov=[20;02]
cov=
20
02

cov,5)

Array([[1.55432624,1.17972629],
[2.01185294,1.96081908],
[2.11810813,1.45784216],
[2.93207591,0.07369322],
[1.37031244,1.18408792]])

R>mvrnorm(n=10,mean,cov)
[,1][,2]
[1,]0.84078300.1882706
[2,]0.84968220.7889329
[3,]0.15641710.8422177
[4,]0.62887791.0618688
[5,]0.51038790.1303697
[6,]0.84131890.1623758
[7,]1.04954660.4161082
[8,]1.32363390.7755572
[9,]0.27710131.4900494
[10,]1.35362680.2338913

2elementArray{Float64,1}:
0.0
0.0

J>cov=[2.0.;0.2.]
2x2Array{Float64,2}:
2.00.0
0.02.0

J>rand(MvNormal(mean,cov),5)
2x5Array{Float64,2}:
0.5276340.3707250.7619283.917471.47516
0.4488212.219042.245610.6920630.390495

distributiongiven
meanand
covariancematrix

(here:5random
vectorswith
mean0,covariance
=0,variance=2)

M>mvnrnd(mean,cov,5)

2.4801500.559906
2.9330470.560212
0.0982063.055316
0.9852150.990936
1.1225280.686977

http://cseweb.ucsd.edu/~gary/2014_matrix_cheatsheet_table.html

9/9