how to generate a 2D data set for PCA

Generate a data set X of samples from a two-dimensional Gaussian with mean vector μ and covariance matrix C for different choices of μ and C and numbers of samples (in the range of about 100-2000)

Answer 1

[Image Analyst]

Hint (example in the help for pdf()):

mu = [1 2;-3 -5];
sigma = cat(3,[2 0;0 .5],[1 0;0 1]);
p = ones(1,2)/2;
obj = gmdistribution(mu,sigma,p);

ezsurf(@(x,y)pdf(obj,[x y]),[-10 10],[-10 10])

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