Return a matrix with normally distributed random elements having zero mean and variance one.
The arguments are handled the same as the arguments for rand
.
By default, randn
uses the Marsaglia and Tsang
“Ziggurat technique” to transform from a uniform to a normal distribution.
The class of the value returned can be controlled by a trailing
"double"
or "single"
argument. These are the only valid
classes.
Reference: G. Marsaglia and W.W. Tsang, Ziggurat Method for Generating Random Variables, J. Statistical Software, vol 5, 2000, http://www.jstatsoft.org/v05/i08/
See also: rand, rande, randg, randp.
Package: octave