ch*z;

function x = randncov(cov)

%RANDNCOV A realization x of normally distributed vector X with
%	covariancematrix COV:
%  x = randncov(cov)
%
%	Uses randn
%
%	See also RANDN.

ch = Tsqrt(cov);
dim = size(ch,1);
z = randn(dim,1);

x = ch*z;