Independence of two random variables having datasets

Hi there, I hereby have two random varibles data sets names y1 and y2. I am stuck at the checking of their independence using matlab(or in any other ways), can someone help for the corresponding steps..

The correlation between these two random varibles is zero.

for ii=1:10^6
h=sqrt(0.5)*(randn(4,4)+1i*randn(4,4));
g=sqrt(0.5)*(randn(4,4)+1i*randn(4,4));
y=g*h;
y1(ii)=y(1,1);
y2(ii)=y(1,2);
end

Answer 1

[Dongyue]

If two vactor x and y are linearly dependent, there should exist ax + by = 0, so you only have to check:

clear; clc;

result = true;
for ii=1:10
    h=sqrt(0.5)*(randn(4,4)+1i*randn(4,4));
    g=sqrt(0.5)*(randn(4,4)+1i*randn(4,4));
    y=g*h;
    %check whether xi1/xi2==yi1/yi2     
    if real(y(1,1))/imag(y(1,1)) ~= real(y(1,2))/imag(y(1,2))
        result = false;
        break
    end
end

result

result = logical
   0

[Shankul Saini]

Thanks @Dongyue, yeah that solves the problem.