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]);