covariance or correlation matrix in mvnrnd

[Kay Zhang]

I tried to use mvnrnd to create a random component distributed on N(0,sigma^2). But I am not sure the "sigma" in mvnrnd is covariance matrix or correlation matrix? According to the definition in Matlab help, it is covariance matrix, but actually I doubt it is correlation matrix.

[Peter Perkins]

MVNRND accepts a covariance matrix. Every correlation matrix is also a covariance matrix, for variables that all have variance 1. If you pass MVNRND a correlation matrix, then you'll be generating values fromjust such a standardized distribution.