多维高斯分布协方差矩阵对数据分布的影响

% Plot the first dataset (case #1)

m=[0 0]';

S=[1 0;0 1];

N=500;

X = mvnrnd(m,S,N)';

subplot(2,4,1)

plot(X(1,:),X(2,:),'.'),title('1 0;0 1'),axis equal,axis([-7 7 -7 7]);

% Generate and plot the second dataset (case #2)

m=[0 0]';

S=[0.2 0;0 0.2];

N=500;

X = mvnrnd(m,S,N)';

subplot(2,4,2)

plot(X(1,:),X(2,:),'.'),title('0.2 0;0 0.2'),axis equal,axis([-7 7 -7 7]);

% Generate and plot the third dataset (case #3)

m=[0 0]';

S=[2 0;0 2];

N=500;

X = mvnrnd(m,S,N)';

subplot(2,4,3)

plot(X(1,:),X(2,:),'.'),title('2 0;0 2'),axis equal,axis([-7 7 -7 7]);

% Generate and plot the fourth dataset (case #4)

m=[0 0]';

S=[0.2 0;0 2];

N=500;

X = mvnrnd(m,S,N)';

subplot(2,4,4)

plot(X(1,:),X(2,:),'.'),title('0.2 0;0 2'),axis equal,axis([-7 7 -7 7]);

% Generate and plot the fifth dataset (case #5)

m=[0 0]';

S=[2 0;0 0.2];

N=500;

X = mvnrnd(m,S,N)';

subplot(2,4,5)

plot(X(1,:),X(2,:),'.'),title('2 0;0 0.2'),axis equal,axis([-7 7 -7 7]);

% Generate and plot the sixth dataset (case #6)

m=[0 0]';

S=[1 0.5;0.5 1];

N=500;

X = mvnrnd(m,S,N)';

subplot(2,4,6)

plot(X(1,:),X(2,:),'.'),title('1 0.5;0.5 1'),axis equal,axis([-7 7 -7 7]);

% Generate and plot the seventh dataset (case #7)

m=[0 0]';

S=[.3 0.5;0.5 2];

N=500;

X = mvnrnd(m,S,N)';

subplot(2,4,7)

plot(X(1,:),X(2,:),'.'),title('.3 0.5;0.5 2'),axis equal,axis([-7 7 -7 7]);

% Generate and plot the eighth dataset (case #8)

m=[0 0]';

S=[.3 -0.5;-0.5 2];

N=500;

X = mvnrnd(m,S,N)';

subplot(2,4,8)

plot(X(1,:),X(2,:),'.'),title('.3 -0.5;-0.5 2'),axis equal,axis([-7 7 -7 7]);